scientific article; zbMATH DE number 846847

From MaRDI portal
Revision as of 05:11, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4864754

zbMath0841.60024MaRDI QIDQ4864754

Vladimir I. Piterbarg

Publication date: 22 February 1996


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fieldsReflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probabilityBounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian processExtremes of 𝛼(𝑡)-locally stationary Gaussian random fieldsParisian ruin of self-similar Gaussian risk processesBounds for the expected supremum of some non-stationary Gaussian processesExtrema of multi-dimensional Gaussian processes over random intervalsOn the continuity of Pickands constantsApproximation of Passage Times of γ-Reflected Processes with FBM InputOn large deviations for the Shepp statisticHoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed dataParisian & cumulative Parisian ruin probability for two-dimensional Brownian risk modelOn the tail asymptotics of supremum of stationary χ-processes with random trendStraight to the Source: Detecting Aggregate Objects in Astronomical Images With Proper Error ControlExtremes of Lp-norm of vector-valued Gaussian processes with trendMaxima and minima of homogeneous Gaussian random fields over continuous time and uniform gridsUniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbationsApproximation of Kolmogorov–Smirnov test statisticTail approximation for reinsurance portfolios of Gaussian-like risksGaussian risk models with financial constraintsExtremes ofγ-reflected Gaussian processes with stationary incrementsAsymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density EstimatorsAsymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizonSimultaneous ruin probability for multivariate Gaussian risk modelThe harmonic mean formula for random processesAsymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claimsAsymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivalsOn the maxima of suprema of dependent Gaussian modelsSojourns of fractional Brownian motion queues: transient asymptoticsTail asymptotics for the delay in a Brownian fork-join queueThe distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz spaceNoise sensitivity of percolation via differential inequalitiesExtremes and limit theorems for difference of chi-type processesEditorial introduction: special issue on Gaussian queuesOn the Shape of High Excursions of Gaussian Stationary ProcessesStochastic diffusion within expanding space-timeOn the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-normSmooth Gaussian fields and percolationAsymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claimsThe asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequencesThe extremes of dependent chi-processes attracted by the Brown-Resnick processOn Berman functionsUnnamed ItemBounds and Approximations for Distributions of Weighted Kolmogorov-Smirnov TestsGeneralized Pickands constantsUnnamed ItemUnnamed ItemApproximation of ruin probability and ruin time in discrete Brownian risk modelsMaxima of stochastic processes driven by fractional Brownian motionSimultaneous ruin probability for two-dimensional brownian risk modelAsymptotics of Maxima of Strongly Dependent Gaussian ProcessesThe distribution of a functional of the Wiener process and its application to the Brownian sheetExtremes of Gaussian processes with a smooth random trendEfficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian ProcessesMaximal Inequalities for Fractional Brownian Motion: An OverviewEfficient simulations for the exponential integrals of Hölder continuous gaussian random fieldsRemarks on Pickands theoremExtremes of multidimensional stationary Gaussian random fieldsLimiting crossing probabilities of random fieldsRuin Probability for the Integrated Gaussian Process with Force of InterestLimit laws on extremes of nonhomogeneous Gaussian random fieldsExcursion probability of certain non-centered smooth Gaussian random fieldsOn confidence bands for multivariate nonparametric regressionUnnamed ItemUnnamed ItemModeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time SeriesScan statistics of Lévy noises and marked empirical processesExtremes of nonstationary Gaussian fluid queuesA Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional DataNumerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processesAn extension of almost sure central limit theorem for the maximum of stationary Gaussian random fieldsMaxima of moving sums in a Poisson random fieldUniform tail approximation of homogenous functionals of Gaussian fieldsSample path properties of reflected Gaussian processesBounds for expected supremum of fractional Brownian motion with driftAggregation of log-linear risksComparison Inequalities for Order Statistics of Gaussian ArraysExtremes of Homogeneous Gaussian Random FieldsUnnamed ItemFinite-time ruin probability for correlated Brownian motionsThe dependence of extreme values of discrete and continuous time strongly dependent Gaussian processesOn the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequencesUnnamed ItemFinite-time ruin probability of a perturbed risk model with dependent main and delayed claimsRemarks on compound Poisson approximation of Gaussian random sequencesAsymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex setsExtremes of a certain class of Gaussian processesHigher-order expansions of distributions of maxima in a Hüsler-Reiss modelModerate deviation for random elliptic PDE with small noiseExtremes of Gaussian fields with a smooth random varianceExtremes of a class of nonhomogeneous Gaussian random fieldsExtremes of threshold-dependent Gaussian processesConvergence of exceedance point processes of normal sequences with a seasonal component and its applicationsExtremes of independent stochastic processes: a point process approachExtremes of stationary Gaussian storage modelsThe mean Euler characteristic and excursion probability of Gaussian random fields with stationary incrementsParisian ruin over a finite-time horizonThe finite-time ruin probability of a risk model with stochastic return and Brownian perturbationExtremal behavior of hitting a cone by correlated Brownian motion with driftExtremes of vector-valued Gaussian processes with trend




This page was built for publication: