Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938): Difference between revisions

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+Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
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+Exact asymptotics of supremum of a stationary Gaussian process over a random interval
+Normal rank
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+The asymptotic distribution of the scan statistic under uniformity
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+Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
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+Extremes of a class of nonhomogeneous Gaussian random fields
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+Extremes of Homogeneous Gaussian Random Fields
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+Normal rank
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+Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
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+The supremum of a Gaussian process over a random interval
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+Limit laws of Erdős-Rényi-Shepp type
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+Normal rank
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+Multiscale testing of qualitative hypotheses
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+Normal rank
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+Limit laws for maxima of a stationary random sequence with random sample size
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+Large deviations of Shepp statistics for fractional Brownian motion
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+Extremes of the standardized Gaussian noise
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+Normal rank
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+Fractional Laplace motion
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+Normal rank
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+Tail Asymptotics of the Supremum of a Regenerative Process
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+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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+Q4864754
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+Normal rank
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+Large deviations of a storage process with fractional Brownian motion as input
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+Using the generalized likelihood ratio statistic for sequential detection of a change-point
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+Radon-Nikodym Derivatives of Gaussian Measures
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+Normal rank
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+First Passage Time for a Particular Gaussian Process
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+An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
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+The limit theorems for maxima of stationary Gaussian processes with random index
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+Extremes of Shepp statistics for fractional Brownian motion
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+On the maximum workload of a queue fed by fractional Brownian motion.
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+Extremes of Shepp statistics for the Wiener process
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+Subexponential asymptotics of hybrid fluid and ruin models
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