{"entities":{"Q1413673":{"pageid":1424413,"ns":120,"title":"Item:Q1413673","lastrevid":48198208,"modified":"2026-01-03T22:39:30Z","type":"item","id":"Q1413673","labels":{"en":{"language":"en","value":"Logarithmic asymptotics for the supremum of a stochastic process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2005161"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$1F921B81-7D6A-41AE-A8E2-B79BB985CEB5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0afce04fb76b38f600668c6964b1cdf977f435ea","datavalue":{"value":{"text":"Logarithmic asymptotics for the supremum of a stochastic process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1413673$39DF72A5-498B-489B-9935-C8036806CE64","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2d5c4f5b868c3b78bf824e99d37f36057dba23f3","datavalue":{"value":"1032.60025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$25B4B752-D018-405D-9BB4-E539AA8D36EA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4930a5f228504ff65b04fb2327be45cfac10f1fe","datavalue":{"value":{"entity-type":"item","numeric-id":1413672,"id":"Q1413672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$CB3CD667-E22C-4171-8473-02C267F3292A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fdfb2a0f07cc4e7d1f82fd7c74cc2414eaaf268f","datavalue":{"value":{"entity-type":"item","numeric-id":1218233,"id":"Q1218233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$9335D945-3928-482B-94F8-1825C5F9FA56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"466155d21a1ecd762cade5f7bdf1fd1846d9f775","datavalue":{"value":{"entity-type":"item","numeric-id":304053,"id":"Q304053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$64DE0663-EF0E-4359-AAE3-05D53E4889C2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$458293FC-382E-4E2C-9CD5-8B969ED812E5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bebf44e393fb98d0cabb5243024be86dd27313d2","datavalue":{"value":{"time":"+2003-11-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1413673$18D74FE3-2A1A-4F6F-98E6-0FDA22EEB8D7","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"e107713d4b02baf8fab642da4d803a6b828c6e26","datavalue":{"value":"Let \\(\\{W_t\\}\\) be a stochastic process, and let \\(Q= \\sup_{t\\geq 0} W_t\\). The paper investigates the tail asymptotics of \\({\\mathbf P}\\{Q> q\\}\\) as \\(q\\) becomes large. Assume that the process \\(\\{W_t\\}\\) satisfies a restricted form of the large deviation principle: for some scaling functions \\(a\\), \\(\\nu\\) regularly varying with indices \\(A> 0\\), \\(V> 0\\), respectively, the limit  \\[ \\lim_{t\\to\\infty}\\nu(t)^{-1}\\log{\\mathbf P}\\{a(t)^{-1} W_t> c\\}= -J(c) \\]  exists for all \\(c\\geq 0\\). Under additional technical assumptions on \\(\\{W_t\\}\\), it is proved that  \\[ \\lim_{q\\to\\infty} h(q)^{-1}\\log{\\mathbf P}\\{Q> q\\}= -\\inf_{c> 0} c^V J(c^{-A}) \\]  with \\(h=\\nu(a^{-1})\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1413673$78A3D9B3-CAAB-4F68-97F8-822C6E76ED20","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$8C3A9315-008B-4C86-9A22-0DF9314C9C40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"763034182a2d667b75e92e2d6fff2d7378094131","datavalue":{"value":"60K25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$C9F9680F-F26E-408D-BBE6-CF176357E766","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6e01f75ac336127b69626ebd2d96605881e221d2","datavalue":{"value":"2005161","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$8F2DEDED-85FB-4A2D-A2DC-91C9DA0941C2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"192b82bff81a836a1c184e6f89f711039908ccd1","datavalue":{"value":"tail asymptotics","type":"string"},"datatype":"string"},"type":"statement","id":"Q1413673$DCC1E71C-F680-4EBA-AF8F-E2A9623F1FE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8f1fb76503b9c478060c47487c11cb1d00948358","datavalue":{"value":"large deviation principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q1413673$DD3DB7E6-D2BE-4DC5-BCAC-AE08894FC866","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ea170893ff4b261613c8efdfbc03ea8e48ec1bcf","datavalue":{"value":{"entity-type":"item","numeric-id":590931,"id":"Q590931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$4969C429-5741-4AAB-8A68-3729EE2A0906","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$14670318-29EE-4309-8622-F7DD1489806E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3cd10a10f9df3a8935da8fab806d27599f03e045","datavalue":{"value":"https://doi.org/10.1214/aoap/1050689587","type":"string"},"datatype":"url"},"type":"statement","id":"Q1413673$245B097E-9E52-4D8A-AAD9-A5E8811EAD4C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2df21d9a9665716a0d9f404251177ab627af35ce","datavalue":{"value":"W2016807471","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$4C840F32-2532-4421-BC76-A86F7913C816","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf52edb756b59acc67c3024602727d6dabf4f901","datavalue":{"value":{"entity-type":"item","numeric-id":4934905,"id":"Q4934905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$21C02987-4D8C-4B1D-8236-277223853853","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"430c11323fc652bef246c333f3563f188a4261c9","datavalue":{"value":{"entity-type":"item","numeric-id":4726487,"id":"Q4726487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$EF9F1F2B-1430-4A83-82D0-E2F707E50A5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"165b7a45e9f3ca25a7e89f5f5f7e5e11a02eb597","datavalue":{"value":{"entity-type":"item","numeric-id":4391441,"id":"Q4391441"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$4C7A6120-CC5C-4563-AAC7-0D892F701E04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2b1a6889c0979a92cb404bba34b4cdc3a5d92e2","datavalue":{"value":{"entity-type":"item","numeric-id":4872294,"id":"Q4872294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$518C8CA1-246B-481A-97EB-F66442BB47F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"86c896ae771a8b4591e68f3a071bdb390fc192e0","datavalue":{"value":{"entity-type":"item","numeric-id":790518,"id":"Q790518"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$081AD6D6-5350-4AD8-844A-365476FAF17A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b899f4e0f43606e37dff01d7a79afaa8178f86a9","datavalue":{"value":{"entity-type":"item","numeric-id":4155552,"id":"Q4155552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$69C63E13-65EC-4E07-9198-C86ED84E13E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34005d19b5cb0065dd18a2ad50bee873b91ccea7","datavalue":{"value":{"entity-type":"item","numeric-id":3234755,"id":"Q3234755"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$851B9293-6AA8-4927-8650-697FE150A710","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ade6ad07c11b18c3934b8b4b9d5ae22e2c9b433d","datavalue":{"value":{"entity-type":"item","numeric-id":4261289,"id":"Q4261289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$95371C89-15DB-445D-A3CF-AF87C72C4C90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27c0e40dceffb3b3aaa9e888488aed620b8a1871","datavalue":{"value":{"entity-type":"item","numeric-id":5602045,"id":"Q5602045"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$A91AC313-5ACA-4353-B087-9C0036096FB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"16a9ec61382664b095a3bdd97b185643bd4847eb","datavalue":{"value":{"entity-type":"item","numeric-id":4944557,"id":"Q4944557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$597DF5A1-6615-4A82-A0B1-1D131FC49A2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a198342934abbb26f5a74f69e8cbc02a256120d1","datavalue":{"value":{"entity-type":"item","numeric-id":1294763,"id":"Q1294763"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1413673$87B7A04D-B8C3-4042-B5A4-1F907BDAAE54","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f79c31bf107b3a471a3736dc01b884681da32730","datavalue":{"value":"10.1214/AOAP/1050689587","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1413673$2A1478F0-BD1F-4E50-8EDC-90F6BD8FB13D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1523bc204a23d8a320a16a1e34dd995f1c79d385","datavalue":{"value":{"entity-type":"item","numeric-id":4225846,"id":"Q4225846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4b194774dabf6e5b924b8a3007a86c65cfc598e","datavalue":{"value":{"amount":"+0.750801682472229","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1413673$DB6DCFD8-7F0D-4E0B-8B2A-6DC1682E7E7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a1d0e6e37e3fe42cfe32dd9246539e5b2e456f59","datavalue":{"value":{"entity-type":"item","numeric-id":2772075,"id":"Q2772075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5030dce05f2aaf6affceef4001a56632a2adad58","datavalue":{"value":{"amount":"+0.7483115792274475","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1413673$B05BA9D9-CB77-488D-898C-61071AB1AF7F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"333309d619ea14792416aea512e1970281d59891","datavalue":{"value":{"entity-type":"item","numeric-id":3808953,"id":"Q3808953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bce0fe11d7c0636f40c3b11b0f9abdf38a9b93c9","datavalue":{"value":{"amount":"+0.7476451992988586","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1413673$D13CCED1-8DE2-4C7A-AE0E-B6891A6104FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"12377bfed4b4f65b38e0bb54efae26a56e49f5f6","datavalue":{"value":{"entity-type":"item","numeric-id":2393662,"id":"Q2393662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"726f318cf0ffbcd7306b01831b96ce11a2511cce","datavalue":{"value":{"amount":"+0.743522047996521","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1413673$6BCBA7E5-8A8B-4EF2-97B2-034DD1705658","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"760a5ef6704d139799059b29027989cd8418eb06","datavalue":{"value":{"entity-type":"item","numeric-id":1096240,"id":"Q1096240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2fcead57d97db3f9419d555da5f31461db98916c","datavalue":{"value":{"amount":"+0.7419052720069885","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1413673$FC88D111-8195-44C6-A514-DD7923590542","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1413673","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1413673"}}}}}