Pages that link to "Item:Q608210"

The following pages link to Extremes of multidimensional Gaussian processes (Q608210):

Displaying 17 items.

• Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• Exact asymptotics of component-wise extrema of two-dimensional Brownian motion (Q2027089) (← links)
• Parisian ruin probability for two-dimensional Brownian risk model (Q2070614) (← links)
• Extremes of vector-valued Gaussian processes (Q2196388) (← links)
• Double extreme on joint sets for Gaussian random fields (Q2251688) (← links)
• Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
• Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
• A note on the estimates of multivariate Gaussian probability (Q2807778) (← links)
• Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
• Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
• Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
• Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
• Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
• Logarithmic Asymptotics for Multidimensional Extremes Under Nonlinear Scalings (Q5252237) (← links)