Extremes of \(q\)-Ornstein-Uhlenbeck processes
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Publication:1660308
DOI10.1016/j.spa.2017.10.008zbMath1405.60072arXiv1609.00338OpenAlexW2964089281MaRDI QIDQ1660308
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00338
Markov processself-similar processexcursion probabilityBrown-Resnick processdouble-sum methodtangent process\(q\)-Ornstein-Uhlenbeck processsemi-\(\min\)-stable process
Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on general state spaces (60J25)
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The extremes of dependent chi-processes attracted by the Brown-Resnick process, Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes, Limit fluctuations for density of asymmetric simple exclusion processes with open boundaries
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Cites Work
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