Pages that link to "Item:Q2485824"
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The following pages link to Extremes of Gaussian processes over an infinite horizon (Q2485824):
Displayed 50 items.
- Extremes of a class of nonhomogeneous Gaussian random fields (Q282499) (← links)
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743) (← links)
- Open problems in Gaussian fluid queueing theory (Q383192) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of multidimensional Gaussian processes (Q608210) (← links)
- On average losses in the ruin problem with fractional Brownian motion as input (Q626279) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- On first and last ruin times of Gaussian processes (Q935830) (← links)
- A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
- Asymptotics of supremum distribution of \(\alpha (t)\)-locally stationary Gaussian processes (Q952738) (← links)
- Conditional limit theorems for regulated fractional Brownian motion (Q1049559) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Fuzzy set-valued stochastic Lebesgue integral (Q1759738) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Derivative of the expected supremum of fractional Brownian motion at \(H=1\) (Q2095027) (← links)
- Exact asymptotics of Gaussian-driven tandem queues (Q2146397) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- On generalized Berman constants (Q2218838) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- A heavy traffic approach to modeling large life insurance portfolios (Q2446005) (← links)
- Conditional limit theorems for queues with Gaussian input, a weak convergence approach (Q2485854) (← links)
- Reduced-load equivalence for queues with Gaussian input (Q2572899) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- A note on the estimates of multivariate Gaussian probability (Q2807778) (← links)
- Efficient Simulation for the Maximum of Infinite Horizon Discrete-Time Gaussian Processes (Q3014986) (← links)
- Parisian ruin of self-similar Gaussian risk processes (Q3449926) (← links)
- On the Dependence Structure of Gaussian Queues (Q3643186) (← links)
- Gaussian risk models with financial constraints (Q4576907) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- Sample path properties of reflected Gaussian processes (Q4638252) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes (Q4903045) (← links)
- Bounds for expected supremum of fractional Brownian motion with drift (Q4997196) (← links)
- Bounds for the expected supremum of some non-stationary Gaussian processes (Q5056588) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)