Pages that link to "Item:Q1611752"
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The following pages link to A note on transient Gaussian fluid models (Q1611752):
Displaying 20 items.
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid (Q2044293) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
- Distribution processes with stationary fractional increments (Q4226116) (← links)
- Exact overflow asymptotics for queues with many Gaussian inputs (Q4462698) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Queues with path-dependent arrival processes (Q4997201) (← links)
- BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION (Q5051162) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Maximal Inequalities for Fractional Brownian Motion: An Overview (Q5420649) (← links)
- Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
- On the maxima of suprema of dependent Gaussian models (Q6067388) (← links)
- On the speed of convergence of Piterbarg constants (Q6067389) (← links)
