Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856)
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scientific article; zbMATH DE number 6393566
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| English | Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process |
scientific article; zbMATH DE number 6393566 |
Statements
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (English)
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30 January 2015
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squared Bessel processes
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extreme value theory
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Brown-Resnick process
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Brownian motions
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functional convergence
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0.763708233833313
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0.7387988567352295
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0.7386411428451538
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0.7324665784835815
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