Boundary non-crossings of Brownian pillow
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Publication:966499
DOI10.1007/s10959-008-0191-5zbMath1197.60082arXiv0809.4560OpenAlexW3102482336MaRDI QIDQ966499
Publication date: 23 April 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.4560
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Large deviations (60F10)
Related Items (6)
Boundary noncrossings of additive Wiener fields ⋮ Statistical inference on a changing extreme value dependence structure ⋮ The joint distribution of running maximum of a Slepian process ⋮ Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
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