Pages that link to "Item:Q491173"

The following pages link to Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173):

Displaying 29 items.

• Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
• Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
• On generalised Piterbarg constants (Q1703023) (← links)
• The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
• An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)
• Extremes of standard multifractional Brownian motion (Q1987679) (← links)
• Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
• Extremes of vector-valued Gaussian processes (Q2196388) (← links)
• Conjunction probability of smooth centered Gaussian processes (Q2209804) (← links)
• Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
• Large deviations of bivariate Gaussian extrema (Q2297813) (← links)
• Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
• Estimation of change-point models (Q2671953) (← links)
• Comparison Inequalities for Order Statistics of Gaussian Arrays (Q2964179) (← links)
• Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) (← links)
• (Q4581302) (← links)
• Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
• Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
• Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
• Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
• Extremes of <i>L</i>^<i>p</i>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
• Simultaneous ruin probability for multivariate Gaussian risk model (Q6044259) (← links)
• Tail asymptotics for the delay in a Brownian fork-join queue (Q6072902) (← links)
• The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences (Q6192314) (← links)
• Extremes of locally-homogenous vector-valued Gaussian processes (Q6536820) (← links)