Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals |
scientific article |
Statements
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (English)
0 references
23 January 2015
0 references
Gaussian process
0 references
tail asymptotics
0 references
large deviations
0 references
Weibullian tails
0 references
fractional Brownian motion
0 references
ruin probability
0 references
