Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063): Difference between revisions

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+Enkelejd Hashorva
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+.09234
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+Extremes of a certain class of Gaussian processes
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+Ruin probability for Gaussian integrated processes.
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+On the ruin probability for physical fractional Brownian motion
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+Pickands' constant \(H_{\alpha}\) does not equal \(1/\Gamma(1/\alpha)\), for small \(\alpha\)
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