High excursions of Bessel and related random processes
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Publication:2186651
DOI10.1016/J.SPA.2020.02.002zbMath1456.60088OpenAlexW3004565801MaRDI QIDQ2186651
Vladimir I. Piterbarg, Igor V. Rodionov
Publication date: 9 June 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2020.02.002
Related Items (3)
On the maximum of a Gaussian process with unique maximum point of its variance ⋮ Strong invariance principles for ergodic Markov processes ⋮ Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance
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