High excursions of Bessel process and other processes of Bessel type

DOI10.1134/S1064562419040094MaRDI QIDQ2279769zbMATH OpenOpenAlexFDO

Authors V. I. Piterbarg, Igor V. Rodionov

Publication date 13 December 2019

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562419040094

zbMATH Keywords

Bessel processGaussian vector process

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 635670 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• A survey and some generalizations of Bessel processes
• Critical values and \(p\) values of Bessel process distributions: computation and application to structural break tests
• Crossing probabilities for a square root boundary by a bessel process
• Extremes of locally stationary chi-square processes with trend
• First Passage Time for a Particular Gaussian Process
• High extremes of Gaussian chaos processes: a discrete time approximation approach
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• Piterbarg theorems for chi-processes with trend

Cited in

(1)

• High excursions of Bessel and related random processes

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