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- scientific article; zbMATH DE number 3518027 (Why is no real title available?)
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- scientific article; zbMATH DE number 3327878 (Why is no real title available?)
- scientific article; zbMATH DE number 3347377 (Why is no real title available?)
- Distribution estimates for functionals of the two-parameter Wiener process
- Estimation of first crossing time distribution for N-parameter Brownian motion processes relative to upper class boundaries
- Metric entropy of some classes of sets with differentiable boundaries
- Regularity of Gaussian processes
- Sample functions of the Gaussian process
- Small tails for the supremum of a Gaussian process
- Tail behaviour for suprema of empirical processes
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
- The Brunn-Minkowski inequality in Gauss space
- The law of the iterated logarithm on arbitrary sequences for stationary Gaussian processes and Brownian motion
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- The supremum of a particular Gaussian field
Cited in
(25)- On excursion sets, tube formulas and maxima of random fields.
- Sojourn times of Gaussian processes with trend
- Minima of \(H\)-valued Gaussian processes
- Extremes of totally skewed \(\alpha \)-stable processes
- Random conformal weldings
- Extremes of Gaussian chaos processes with trend
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
- Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes
- Heat content for Gaussian processes: small-time asymptotic analysis
- Generalized Pickands constants and stationary max-stable processes
- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups
- Harmonizable nonstationary processes
- Extremes of nonstationary harmonizable processes
- Extremes of -reflected Gaussian processes with stationary increments
- Four finite dimensional (FD) surrogates for continuous random processes
- On covariance functions with slowly or regularly varying modulo of continuity
- Microstructure models for extreme material responses
- Exceptional times and invariance for dynamical random walks
- On extreme value theory for group stationary Gaussian processes
- Extremes of Gaussian random fields with regularly varying dependence structure
- scientific article; zbMATH DE number 219297 (Why is no real title available?)
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
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