Pages that link to "Item:Q637097"
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The following pages link to Asymptotics of supremum distribution of a Gaussian process over a Weibullian time (Q637097):
Displaying 24 items.
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval (Q419198) (← links)
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals (Q488106) (← links)
- Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- On the asymptotics of supremum distribution for some iterated processes (Q1675710) (← links)
- Large deviations for subordinated fractional Brownian motion and applications (Q1682130) (← links)
- Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
- Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Extremes and products of multivariate AC-product risks (Q2442532) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Second-order tail asymptotics of deflated risks (Q2513459) (← links)
- An almost sure limit theorem for the maxima of smooth stationary Gaussian processes (Q2637391) (← links)
- Maxima and minima of complete and incomplete stationary sequences (Q2811101) (← links)
- Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process (Q2876229) (← links)
- Tail asymptotic of Weibull-type risks (Q2934849) (← links)
- Extrema of multi-dimensional Gaussian processes over random intervals (Q5067212) (← links)
- A necessary and sufficient condition for the subexponentiality of the product convolution (Q5214991) (← links)
- On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
