Pages that link to "Item:Q5926522"
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The following pages link to Extremes of Gaussian processes with maximal variance near the boundary points (Q5926522):
Displayed 11 items.
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Excursions of a Gaussian process with variable variance above a barrier increasing to infinity (Q881112) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays (Q2157380) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates (Q2231314) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
- The limit theorems for maxima of stationary Gaussian processes with random index (Q2453856) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
