Extremes of reflecting Gaussian processes on discrete grid (Q6140906)
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scientific article; zbMATH DE number 7782573
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| English | Extremes of reflecting Gaussian processes on discrete grid |
scientific article; zbMATH DE number 7782573 |
Statements
Extremes of reflecting Gaussian processes on discrete grid (English)
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2 January 2024
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Gaussian process
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storage process
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exact asymptotics
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Piterbarg property
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fractional Brownian motion
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discrete grid
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0.8215290904045105
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0.8157253861427307
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0.7694802284240723
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0.7646982073783875
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0.7580982446670532
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