Pages that link to "Item:Q419198"

The following pages link to Exact asymptotics of supremum of a stationary Gaussian process over a random interval (Q419198):

Displaying 18 items.

• Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
• Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
• Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
• On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
• Limit theorems for supremum of Gaussian processes over a random interval (Q1989869) (← links)
• Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
• Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
• On the probability of conjunctions of stationary Gaussian processes (Q2453886) (← links)
• An almost sure limit theorem for the maxima of smooth stationary Gaussian processes (Q2637391) (← links)
• Tail asymptotic of Weibull-type risks (Q2934849) (← links)
• (Q4581302) (← links)
• Extremes of multidimensional stationary Gaussian random fields (Q4581308) (← links)
• Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
• Extremes of Homogeneous Gaussian Random Fields (Q5252236) (← links)
• On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)