scientific article; zbMATH DE number 3675046

MaRDI QIDQ3871640zbMATH OpenFDO

Authors V. P. Prisyazhnyuk, V. I. Piterbarg

Publication date 1979

zbMATH Keywords

asymptotic behaviorprobability of a large excursion

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Sample path properties (60G17)

Cited in

(7)

• Gaussian stochastic processes
• High excursions for nonstationary generalized chi-square processes
• On shape of high massive excursions of trajectories of Gaussian homogeneous fields
• Extrema of a Gaussian random field: Berman's sojourn time method
• Exact overflow asymptotics for queues with many Gaussian inputs
• Extremes of the time-average of stationary Gaussian processes
• High excursion probabilities for Gaussian fields on smooth manifolds

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