On the asymptotic Laplace method and its application to random chaos
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Publication:745632
DOI10.1134/S0001434615050235zbMath1326.60045OpenAlexW1566350811MaRDI QIDQ745632
Enkelejd Hashorva, Dmitrii Korshunov, Vladimir I. Piterbarg
Publication date: 14 October 2015
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0001434615050235
Related Items (10)
Pandemic-type failures in multivariate Brownian risk models ⋮ High extrema of Gaussian chaos processes ⋮ Large extremes of Gaussian chaos processes ⋮ Extremes of Gaussian chaos processes with trend ⋮ Multidimensional Watson lemma and its applications ⋮ Extremes of Lp-norm of vector-valued Gaussian processes with trend ⋮ High excursions of a quadratic form for a Gaussian stationary vector process ⋮ Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region ⋮ High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach ⋮ Multivariate Laplace's approximation with estimated error and application to limit theorems
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