Lower tail probabilities for Gaussian processes.
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- Capture time of Brownian pursuits
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- Maximum of a fractional Brownian motion: Probabilities of small values
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Cited in
(27)- Unilateral small deviations of processes related to the fractional Brownian motion
- Gaussian tail estimates for dirichlet processes
- On the supremum of products of symmetric stable processes
- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Pickands-Piterbarg constants for self-similar Gaussian processes
- Approximating Shepp's constants for the Slepian process
- In memory of Wenbo V. Li's contributions
- Comparison inequalities for order statistics of Gaussian arrays
- Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
- Cramér's estimate for stable processes with power drift
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
- Probability to be positive for the membrane model in dimensions 2 and 3
- Persistence Probability for a Class of Gaussian Processes Related to Random Interface Models
- Tail probabilities of local times of Gaussian processes and diffusions
- Small deviations for a family of smooth Gaussian processes
- Small value probabilities for supercritical branching processes with immigration
- Comparison results for the lower tail of Gaussian seminorms
- Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
- scientific article; zbMATH DE number 1552486 (Why is no real title available?)
- The first exit time of a Brownian motion from an unbounded convex domain
- Persistence probabilities and exponents
- The persistence exponents of Gaussian random fields connected by the Lamperti transform
- On small deviations of stationary Gaussian processes and related analytic inequalities
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- Leadership exponent in the pursuit problem for 1-D random particles
- Survival exponents for some Gaussian processes
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