Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes (Q4547104): Difference between revisions

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Latest revision as of 10:54, 30 December 2024

scientific article; zbMATH DE number 1785734
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Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes
scientific article; zbMATH DE number 1785734

    Statements

    Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes (English)
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    18 June 2003
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    fractional Brownian motion
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    Lévy process
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    ON/OFF model
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    extreme value theory
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