Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212): Difference between revisions

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Latest revision as of 15:48, 30 December 2024

scientific article; zbMATH DE number 7501651
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English
Extrema of multi-dimensional Gaussian processes over random intervals
scientific article; zbMATH DE number 7501651

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    Extrema of multi-dimensional Gaussian processes over random intervals (English)
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    1 April 2022
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    joint tail asymptotic
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    Gaussian process
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    perturbed random walk
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    ruin probability
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    fluid model
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    fractional Brownian motion
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    regenerative model
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