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

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Latest revision as of 06:10, 16 July 2024

scientific article; zbMATH DE number 6914415
Language Label Description Also known as
English
Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments
scientific article; zbMATH DE number 6914415

    Statements

    Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (English)
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    7 August 2018
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    \(\gamma\)-reflected Gaussian process
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    uniform double-sum method
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    first-passage time
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    last-passage time
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    fractional Brownian motion
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    Gaussian integrated process
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    Pickands constant
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    Piterbarg constant
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    Piterbarg inequality
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