Bounds for expected supremum of fractional Brownian motion with drift (Q4997196): Difference between revisions

@@ Property / arXiv ID @@
+.04919
@@ Property / arXiv ID: 2005.04919 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4001807
@@ Property / cites work: Q4001807 / rank @@
+Normal rank
@@ Property / cites work @@
+Random Fields and Geometry
@@ Property / cites work: Random Fields and Geometry / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+New and refined bounds for expected maxima of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Bounds for expected maxima of Gaussian processes and their discrete approximations
+Normal rank
@@ Property / cites work @@
+Q3396055
@@ Property / cites work: Q3396055 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probability for Gaussian integrated processes.
+Normal rank
@@ Property / cites work @@
+Q2772075
@@ Property / cites work: Q2772075 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact overflow asymptotics for queues with many Gaussian inputs
+Normal rank
@@ Property / cites work @@
+Extremes of multidimensional Gaussian processes
@@ Property / cites work: Extremes of multidimensional Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2771982
@@ Property / cites work: Q2771982 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of Gaussian processes over an infinite horizon
+Normal rank
@@ Property / cites work @@
+Large deviations and overflow probabilities for the general single-server queue, with applications
+Normal rank
@@ Property / cites work @@
+Extremes of a certain class of Gaussian processes
@@ Property / cites work: Extremes of a certain class of Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin probability for physical fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Large Deviations for Gaussian Queues
@@ Property / cites work: Large Deviations for Gaussian Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Sample-path large deviations for tandem and priority queues with Gaussian inputs
+Normal rank
@@ Property / cites work @@
+Large deviations of infinite intersections of events in Gaussian processes
+Normal rank
@@ Property / cites work @@
+On convergence to stationarity of fractional Brownian storage
+Normal rank
@@ Property / cites work @@
+Large buffer asymptotics for the queue with fractional Brownian input
+Normal rank
@@ Property / cites work @@
+Q4407619
@@ Property / cites work: Q4407619 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
+Normal rank
@@ Property / cites work @@
+Upper and Lower Bounds for Stochastic Processes
@@ Property / cites work: Upper and Lower Bounds for Stochastic Processes / rank @@
+Normal rank