Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
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Publication:637097
DOI10.3150/10-BEJ266zbMath1284.60074arXiv0909.3667OpenAlexW2132474128MaRDI QIDQ637097
Marek Arendarczyk, Krzysztof Dȩbicki
Publication date: 2 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.3667
Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70) Foundations of stochastic processes (60G05)
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