scientific article; zbMATH DE number 846847

zbMATH Open0841.60024MaRDI QIDQ4864754FDOQ4864754

Authors: V. I. Piterbarg 

Publication date: 22 February 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic expansionGaussian fieldshigh excursionsasymptotic behavior of maxima

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17)

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• Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
• Simultaneous ruin probability for two-dimensional Brownian risk model
• Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
• Bounds for expected supremum of fractional Brownian motion with drift
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• High excursions of Bessel and related random processes
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