Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes (Q4547104)
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scientific article; zbMATH DE number 1785734
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| English | Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes |
scientific article; zbMATH DE number 1785734 |
Statements
Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes (English)
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18 June 2003
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fractional Brownian motion
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Lévy process
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ON/OFF model
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extreme value theory
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0.8102954626083374
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0.8010156750679016
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0.7857422828674316
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0.7804707288742065
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0.758427619934082
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