Pages that link to "Item:Q291407"
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The following pages link to Extremes of stationary Gaussian storage models (Q291407):
Displaying 12 items.
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← 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)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Sojourns of fractional Brownian motion queues: transient asymptotics (Q6067390) (← links)
- Extremes of reflecting Gaussian processes on discrete grid (Q6140906) (← links)
