Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063): Difference between revisions

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+Extremes of a certain class of Gaussian processes
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+Normal rank
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+Ruin probability for Gaussian integrated processes.
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+On the ruin probability for physical fractional Brownian motion
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+Extremes of Gaussian processes over an infinite horizon
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+Extreme values of portfolio of Gaussian processes and a trend
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+On first and last ruin times of Gaussian processes
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+Extremes of Gaussian processes with random variance
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+On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
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+A limit theorem for the time of ruin in a Gaussian ruin problem
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+Q3560912
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+Normal rank
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+Q3808989
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+Normal rank
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+Conditional limit theorems for regulated fractional Brownian motion
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+On the maximum workload of a queue fed by fractional Brownian motion.
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+Queues and Lévy fluctuation theory
@@ Property / cites work: Queues and Lévy fluctuation theory / rank @@
+Normal rank
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+On the supremum of \(\gamma\)-reflected processes with fractional Brownian motion as input
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+Q4864754
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+Normal rank
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+Continuity of Gaussian processes
@@ Property / cites work: Continuity of Gaussian processes / rank @@
+Normal rank
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+Exact overflow asymptotics for queues with many Gaussian inputs
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+Extremes of the time-average of stationary Gaussian processes
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+Approximation of Passage Times of γ-Reflected Processes with FBM Input
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+On the \(\gamma\)-reflected processes with fBm input
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+A note on transient Gaussian fluid models
@@ Property / cites work: A note on transient Gaussian fluid models / rank @@
+Normal rank
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+Upcrossing Probabilities for Stationary Gaussian Processes
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+Maxima of stationary Gaussian processes
@@ Property / cites work: Maxima of stationary Gaussian processes / rank @@
+Normal rank
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+Extremes of Gaussian process and the constant \(H_\alpha\)
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+Extremes of Gaussian processes with maximal variance near the boundary points
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+On the infimum attained by the reflected fractional Brownian motion
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+On asymptotic constants in the theory of extremes for Gaussian processes
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+Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
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+Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
+Normal rank
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+Extremes of vector-valued Gaussian processes: exact asymptotics
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+Pickands' constant \(H_{\alpha}\) does not equal \(1/\Gamma(1/\alpha)\), for small \(\alpha\)
+Normal rank
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+Exact simulation of Brown-Resnick random fields at a finite number of locations
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+Remarks on Pickands theorem
@@ Property / cites work: Remarks on Pickands theorem / rank @@
+Normal rank
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+Generalized Pickands constants and stationary max-stable processes
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+Q4869748
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+Normal rank
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+On shape of high massive excursions of trajectories of Gaussian homogeneous fields
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+Heavy-Tail Phenomena
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+Normal rank
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+Q3992980
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+Normal rank
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+Q4343010
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+Normal rank
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+Random Fields and Geometry
@@ Property / cites work: Random Fields and Geometry / rank @@
+Normal rank
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+Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors
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+Extremes of Gaussian random fields with regularly varying dependence structure
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+Extremes of stationary Gaussian storage models
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+Normal rank
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+An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process
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+Q5254866
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+Normal rank
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+Probability tails of Gaussian extrema
@@ Property / cites work: Probability tails of Gaussian extrema / rank @@
+Normal rank
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+Tail asymptotics for the extremes of bivariate Gaussian random fields
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+Level Sets and Extrema of Random Processes and Fields
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