Pages that link to "Item:Q751036"
From MaRDI portal
The following pages link to The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail (Q751036):
Displaying 7 items.
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- Asymptotic behaviour of high Gaussian minima (Q1635902) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- On partial sums of a gaussian sequence with stationary increments (Q4215902) (← links)
- Length of stationary Gaussian excursions (Q5060374) (← links)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)
- \(C^{\infty}\)-regularization by noise of singular ODE's (Q6567184) (← links)
