Large deviations for high minima of Gaussian processes with nonnegatively correlated increments

DOI10.1016/J.SPL.2023.110001arXiv2103.04501OpenAlexW3133540581MaRDI QIDQ6152259

Zachary Selk

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.04501

zbMATH Keywords

Gaussian processeslarge deviations

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Queueing theory (aspects of probability theory) (60K25) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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