Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106)
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scientific article
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| English | Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals |
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Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (English)
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23 January 2015
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Gaussian process
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tail asymptotics
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large deviations
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Weibullian tails
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fractional Brownian motion
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ruin probability
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0.8787657618522644
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0.8778618574142456
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0.8661586046218872
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0.8660447597503662
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0.8639232516288757
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