Extremes of reflecting Gaussian processes on discrete grid

DOI10.1016/j.jmaa.2023.127952arXiv2206.14712OpenAlexW4388767393MaRDI QIDQ6140906

Grigori Jasnovidov, Krzysztof Dȩbicki

Publication date: 2 January 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.14712

zbMATH Keywords

fractional Brownian motionGaussian processstorage processexact asymptoticsdiscrete gridPiterbarg property

Mathematics Subject Classification ID

Functions of one variable (26Axx) Stochastic processes (60Gxx) Limit theorems in probability theory (60Fxx)

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