Extremes of Gaussian processes over an infinite horizon (Q2485824): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2147353525 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On extremal theory for self-similar processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum and High Level Excursion of a Gaussian Process with Stationary Increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4023200 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the supremum distribution of integrated stationary Gaussian processes with negative linear drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Use of the supremum distribution of Gaussian Processes in queueing analysis with long-range Dependence and self-similarity / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first crossing-time density for Brownian motion with perturbed linear boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on LDP for supremum of Gaussian processes over infinite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772075 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probability for Gaussian integrated processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact overflow asymptotics for queues with many Gaussian inputs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2771982 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of the Asymptotic Constant in Some Fluid Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: On-off fluid models in heavy traffic environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Gaussian fluid model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on transient Gaussian fluid models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional limit theorems for queues with Gaussian input, a weak convergence approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations and overflow probabilities for the general single-server queue, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The first-passage density of the Brownian motion process to a curved boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Taylor expansions of curve-crossing probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes of a certain class of Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ruin probability for physical fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path space large deviations of a large buffer with Gaussian input traffic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Stable Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes and related properties of random sequences and processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large buffer asymptotics for the queue with fractional Brownian input / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of the Maximum in a Stationary Gaussian Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upcrossing Probabilities for Stationary Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864754 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Laplace method for probability measures in Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Gaussian Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4869748 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 14:53, 10 June 2024

scientific article
Language Label Description Also known as
English
Extremes of Gaussian processes over an infinite horizon
scientific article

    Statements

    Extremes of Gaussian processes over an infinite horizon (English)
    0 references
    0 references
    5 August 2005
    0 references
    0 references
    Extreme values
    0 references
    Ruin probability
    0 references
    Regular variation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references