Sojourn times of Gaussian processes with trend (Q2209315)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sojourn times of Gaussian processes with trend |
scientific article |
Statements
Sojourn times of Gaussian processes with trend (English)
0 references
30 October 2020
0 references
cumulative Parisian ruin time
0 references
exact asymptotics
0 references
first passage time
0 references
Gaussian process with stationary increments
0 references
generalized Berman-type constant
0 references
self-similar Gaussian process
0 references
sojourn/occupation times
0 references
0 references
0 references