Pages that link to "Item:Q1848527"
From MaRDI portal
The following pages link to Large deviations of a storage process with fractional Brownian motion as input (Q1848527):
Displaying 28 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)
- Sojourns of fractional Brownian motion queues: transient asymptotics (Q6067390) (← links)
- Editorial introduction: special issue on Gaussian queues (Q6089002) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
