Pages that link to "Item:Q1613640"
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The following pages link to Extremes of a certain class of Gaussian processes (Q1613640):
Displaying 50 items.
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the infimum attained by the reflected fractional Brownian motion (Q488107) (← links)
- Sample-path large deviations for tandem and priority queues with Gaussian inputs (Q558670) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution (Q692741) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- On convergence to stationarity of fractional Brownian storage (Q835064) (← links)
- Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion (Q850766) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- Transient characteristics of Gaussian queues (Q1034822) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- On probability of high extremes of Gaussian fields with a smooth random trend (Q1726887) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Ruin probability for Gaussian integrated processes. (Q1766059) (← links)
- Subexponential asymptotics of hybrid fluid and ruin models (Q1774229) (← links)
- Tail probabilities of subadditive functionals of Lévy processes. (Q1872382) (← links)
- On the maximum workload of a queue fed by fractional Brownian motion. (Q1872490) (← links)
- On overload in a storage model, with a self-similar and infinitely divisible input. (Q1879893) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Exact asymptotics of Gaussian-driven tandem queues (Q2146397) (← links)
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Extremes of spherical fractional Brownian motion (Q2322839) (← links)
- Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
- Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Reduced-load equivalence for Gaussian processes (Q2488202) (← links)
- Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit (Q2513219) (← links)
- Cramér's estimate for stable processes with power drift (Q2631842) (← links)
