Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106): Difference between revisions

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Latest revision as of 13:08, 9 July 2024

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Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
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    Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (English)
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    23 January 2015
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    Gaussian process
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    tail asymptotics
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    large deviations
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    Weibullian tails
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    fractional Brownian motion
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    ruin probability
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