Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 6444598 - MaRDI portal

scientific article; zbMATH DE number 6444598

From MaRDI portal
Publication:5254866

zbMath1359.60005MaRDI QIDQ5254866

Vladimir I. Piterbarg

Publication date: 10 June 2015


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (51)

Extremes of Gaussian fields with a smooth random varianceExtremes of threshold-dependent Gaussian processesHigh extrema of Gaussian chaos processesParisian ruin over a finite-time horizonExtremes of 𝛼(𝑡)-locally stationary Gaussian random fieldsExtremes of Gaussian processes with smooth random expectation and smooth random varianceLarge extremes of Gaussian chaos processesExtremes of vector-valued Gaussian processes with trendExtremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variancesOn the continuity of Pickands constantsOn Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit TheoremHigh excursions of Gaussian nonstationary processes in discrete timeExtremes of Lp-norm of vector-valued Gaussian processes with trendFitting time series with heavy tails and strong time dependenceApproximation of sojourn times of Gaussian processesExtremes ofγ-reflected Gaussian processes with stationary incrementsExtremes of Gaussian random fields with regularly varying dependence structureEstimation of change-point modelsOn the maximum of a Gaussian process with unique maximum point of its varianceHigh excursions of Bessel and related random processesOn the speed of convergence of Piterbarg constantsGeneralized Pickands constants and stationary max-stable processesA bound on the probability of ruin in Merton's modelExtremes of vector-valued Gaussian processesStandard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processesExtremes of homogeneous two-parametric Gaussian fields at discretization of parametersOn generalised Piterbarg constantsUnnamed ItemExtremes on different grids and continuous time of stationary processesMethod of Moments for Exit Probabilities of Gaussian Vector Processes From a Large RegionApproximation of ruin probability and ruin time in discrete Brownian risk modelsSimultaneous ruin probability for two-dimensional brownian risk modelExtremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimatesExtremes of vector-valued Gaussian processes: exact asymptoticsThe joint distribution of running maximum of a Slepian processExtremes of Gaussian processes with a smooth random trendSup-norm convergence rates for Lévy density estimationExtremes of standard multifractional Brownian motionOn the Distribution of the Last Exit Time over a Slowly Growing Linear Boundary for a Gaussian ProcessOn Extremal Index of max-stable stationary processesModeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time SeriesMassive Excursions of Gaussian Isotropic Fields. Method of MomentsSimultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete gridExtremes of nonstationary Gaussian fluid queuesUniform tail approximation of homogenous functionals of Gaussian fieldsBreaking a chain of interacting Brownian particlesOn maximum of Gaussian random field having unique maximum point of its varianceComparison Inequalities for Order Statistics of Gaussian ArraysBreaking a Chain of Interacting Brownian Particles: A Gumbel Limit TheoremPickands’ constant at first order in an expansion around Brownian motionA limit theorem for the last exit time over a moving nonlinear boundary for a Gaussian process




This page was built for publication: