Pages that link to "Item:Q1100804"
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The following pages link to Small tails for the supremum of a Gaussian process (Q1100804):
Displayed 13 items.
- Functional central limit theorem for the volume of excursion sets generated by associated random fields (Q534416) (← links)
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097) (← links)
- Asymptotic analysis of the optimal cost in some transportation problems with random locations (Q655327) (← links)
- Probability tails of Gaussian extrema (Q805058) (← links)
- Brownian distance covariance (Q965095) (← links)
- Gaussian large deviations of a smooth seminorm (Q1207912) (← links)
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery (Q1333562) (← links)
- On overload in a storage model, with a self-similar and infinitely divisible input. (Q1879893) (← links)
- A note on extreme values of locally stationary Gaussian processes (Q1890878) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- On maximum of Gaussian random field having unique maximum point of its variance (Q2322838) (← links)
- Distribution of maximum loss of fractional Brownian motion with drift (Q2439647) (← links)
- Upper tail probabilities of integrated Brownian motions (Q2516919) (← links)