The supremum of a Gaussian process over a random interval
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Publication:1771422
DOI10.1016/j.spl.2003.07.024zbMath1072.60032OpenAlexW2076362192MaRDI QIDQ1771422
Bert Zwart, Krzysztof Dȩbicki, Sem C. Borst
Publication date: 21 April 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/4211
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Cites Work
- Subexponentiality of the product of independent random variables
- Sampling at subexponential times, with queueing applications
- An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments
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