scientific article; zbMATH DE number 3591122
From MaRDI portal
Publication:4158244
Cited in
(47)- The distribution of the maximum of particular random fields
- A remarkable homogeneous Banach algebra
- Comparison results for the lower tail of Gaussian seminorms
- Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes
- The Brunn-Minkowski inequality in Gauss space
- Distribution results for the occupation measures of continuous Gaussian fields
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- Covariance identities for normal variables via convex polytopes
- Local asymptotic classes for the successive primitives of Brownian motion
- On excursion sets, tube formulas and maxima of random fields.
- Asymptotic behaviour of Gaussian processes with integral representation.
- On extremes and streams of upcrossing.
- Random hysteresis loops
- Some limit results for probabilities estimates of Brownian motion with polynomial drift
- Favourite sites of transient Brownian motion
- Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness
- New consistent exponentiality tests based on V-empirical Laplace transforms with comparison of efficiencies
- Bayesian numerical methods for nonlinear partial differential equations
- Prediction for computer experiments with both quantitative and qualitative factors
- Monotonicity of certain functionals under rearrangement
- Approximating Shepp's constants for the Slepian process
- On the large deviation principle of generalized Brownian bridges
- On distribution of the norm for normal random elements in the space of continuous functions
- Couplings and strong approximations to time-dependent empirical processes based on i.i.d. fractional Brownian motions
- Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
- Régularité de processus gaussiens
- Large deviations for Bernstein bridges
- A comparison theorem of Marcus-Shepp in the uniform continuity of Gaussian processes
- Comparison of efficiencies of some symmetry tests around an unknown centre
- Gaussian lacunary series and the modulus of continuity for Gaussian processes
- Speeds of metric probability convergence
- A new proof of a sufficient condition for discontinuity of Gaussian processes
- Strong approximation of continuous time stochastic processes
- Characterization-based approach for construction of goodness-of-fit test for Lévy distribution
- Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input
- Hierarchical model reduction driven by machine learning for parametric advection-diffusion-reaction problems in the presence of noisy data
- Bahadur efficiency of EDF based normality tests when parameters are estimated
- Moderate deviations inequalities for Gaussian process regression
- Generalized random processes related to Hadamard operators and Le Roy measures
- Multiscale analysis of Gaussian Markov processes of order p on (0,1)
- A law of the iterated logarithm for iterated random walks, with application to random recursive trees
- Heat content for Gaussian processes: small-time asymptotic analysis
- Regularity of Gaussian processes
- Asymptotic analysis of Gaussian integrals. II: Manifold of minimum points
- A generalization of the Chung-Mogul'skii law of the iterated logarithm
- Rate of convergence in the central limit theorem for empirical processes
- Parametric estimation from approximate data: non-Gaussian diffusions
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4158244)