Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments (Q4891049)
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scientific article; zbMATH DE number 920888
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| English | Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments |
scientific article; zbMATH DE number 920888 |
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Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments (English)
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22 April 1997
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maximum of non-stationary Gaussian processes
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point process
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interpolation of realization
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0.92420393
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0.92411715
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0.91995156
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0.91667473
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