Pages that link to "Item:Q1848527"

The following pages link to Large deviations of a storage process with fractional Brownian motion as input (Q1848527):

Displayed 27 items.

• Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) ‎ (← links)
• Extremes of stationary Gaussian storage models (Q291407) ‎ (← links)
• On the infimum attained by the reflected fractional Brownian motion (Q488107) ‎ (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) ‎ (← links)
• On average losses in the ruin problem with fractional Brownian motion as input (Q626279) ‎ (← links)
• Extremes of locally stationary chi-square processes with trend (Q730347) ‎ (← links)
• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences (Q860710) ‎ (← links)
• Maximum of a partial sample in the uniform AR(1) processes (Q1026341) ‎ (← links)
• Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201) ‎ (← links)
• An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) ‎ (← links)
• On overload in a storage model, with a self-similar and infinitely divisible input. (Q1879893) ‎ (← links)
• Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) ‎ (← links)
• Extremes of vector-valued Gaussian processes (Q2196388) ‎ (← links)
• Drawdown and drawup for fractional Brownian motion with trend (Q2312786) ‎ (← links)
• Piterbarg theorems for chi-processes with trend (Q2340037) ‎ (← links)
• Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) ‎ (← links)
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) ‎ (← links)
• Large deviations of Shepp statistics for fractional Brownian motion (Q2435744) ‎ (← links)
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) ‎ (← links)
• Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) ‎ (← links)
• Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) ‎ (← links)
• Approximation of Passage Times of γ-Reflected Processes with FBM Input (Q2923431) ‎ (← links)
• Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) ‎ (← links)
• Sample path properties of reflected Gaussian processes (Q4638252) ‎ (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) ‎ (← links)
• Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) ‎ (← links)
• (Q5881790) ‎ (← links)