Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2964126212 / rank | |||
Normal rank | |||
Revision as of 19:13, 19 March 2024
scientific article; zbMATH DE number 6914415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments |
scientific article; zbMATH DE number 6914415 |
Statements
Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (English)
0 references
7 August 2018
0 references
\(\gamma\)-reflected Gaussian process
0 references
uniform double-sum method
0 references
first-passage time
0 references
last-passage time
0 references
fractional Brownian motion
0 references
Gaussian integrated process
0 references
Pickands constant
0 references
Piterbarg constant
0 references
Piterbarg inequality
0 references
