Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
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- Asymptotics of maxima of strongly dependent Gaussian processes
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- Exact asymptotics of supremum of a stationary Gaussian process over a random interval
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- Extremes of Gaussian processes with maximal variance near the boundary points
- Extremes of independent Gaussian processes
- Extremes of the time-average of stationary Gaussian processes
- Extremes values of discrete and continuous time strongly dependent Gaussian processes
- Gaussian processes: Inequalities, small ball probabilities and applications
- Gnedenko-type limit theorems for cyclostationary c^2-processes
- Large buffer asymptotics for generalized processor sharing queues with Gaussian inputs
- Limit distributions for the maxima of stationary Gaussian processes
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- Simulation of the Asymptotic Constant in Some Fluid Models
- Subexponential asymptotics of hybrid fluid and ruin models
- Tail Asymptotics of the Supremum of a Regenerative Process
- The subexponential product convolution of two Weibull-type distributions
- The supremum of a Gaussian process over a random interval
Cited in
(18)- A note on the extremal process of the supercritical Gaussian free field
- Logarithmic asymptotics for the supremum of a stochastic process
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- Small tails for the supremum of a Gaussian process
- Tail-Sensitive Gaussian Asymptotics for Marginals of Concentrated Measures in High Dimension
- Limit theorems for supremum of Gaussian processes over a random interval
- On Piterbarg theorem for maxima of stationary Gaussian sequences
- Sojourns of stationary Gaussian processes over a random interval
- Extremes of Shepp statistics for fractional Brownian motion
- Asymptotics of maxima of strongly dependent Gaussian processes
- The supremum of a Gaussian process over a random interval
- On the supremum from Gaussian processes over infinite horizon
- Extremes of multidimensional stationary Gaussian random fields
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models
- The limit theorems for maxima of stationary Gaussian processes with random index
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- On the asymptotics of supremum distribution for some iterated processes
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