Ruin probability for Gaussian integrated processes. (Q1766059): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q4726487 / 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: A Gaussian fluid model / 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: Q5624460 / 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: A storage model with self-similar input / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upcrossing Probabilities for Stationary Gaussian Processes / 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: Q4864754 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4194195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5670018 / rank
 
Normal rank

Revision as of 18:07, 7 June 2024

scientific article
Language Label Description Also known as
English
Ruin probability for Gaussian integrated processes.
scientific article

    Statements

    Ruin probability for Gaussian integrated processes. (English)
    0 references
    25 February 2005
    0 references
    exact asymptotics
    0 references
    extremes
    0 references
    fractional Brownian motion
    0 references
    Gaussian process
    0 references
    logarithmic asymptotics
    0 references
    Pickands constants
    0 references
    0 references

    Identifiers