The following pages link to Marek Arendarczyk (Q419197):
Displaying 11 items.
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval (Q419198) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- The joint distribution of the sum and the maximum of heterogeneous exponential random variables (Q1642422) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- On the tail asymptotics of the area swept under the Brownian storage graph (Q2448698) (← links)
- The Greenwood statistic, stochastic dominance, clustering and heavy tails (Q5872957) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- (Q6142215) (← links)
- Slash distributions, generalized convolutions, and extremes (Q6173729) (← links)
