Sojourn times of Gaussian processes with trend (Q2209315): Difference between revisions

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Revision as of 22:29, 23 July 2024

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Sojourn times of Gaussian processes with trend
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    Sojourn times of Gaussian processes with trend (English)
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    30 October 2020
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    cumulative Parisian ruin time
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    exact asymptotics
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    first passage time
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    Gaussian process with stationary increments
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    generalized Berman-type constant
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    self-similar Gaussian process
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    sojourn/occupation times
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