Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G22 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6390151 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Gaussian process | |||
| Property / zbMATH Keywords: Gaussian process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
tail asymptotics | |||
| Property / zbMATH Keywords: tail asymptotics / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
large deviations | |||
| Property / zbMATH Keywords: large deviations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Weibullian tails | |||
| Property / zbMATH Keywords: Weibullian tails / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fractional Brownian motion | |||
| Property / zbMATH Keywords: fractional Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
Normal rank | |||
Revision as of 21:02, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals |
scientific article |
Statements
Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (English)
0 references
23 January 2015
0 references
Gaussian process
0 references
tail asymptotics
0 references
large deviations
0 references
Weibullian tails
0 references
fractional Brownian motion
0 references
ruin probability
0 references
