Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-015-2003-z.pdf
Reference31 articles.
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2. Azaïs, J. -M., Cierco-Ayrolles, C., Croquette, A.: Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary Gaussian process. ESAIM: Probab. Statist., 3, 107–129 (1999)
3. Azaïs, J. -M., Delmas, C.: Asymptotic expansions for the distribution of the maximum of Gaussian random fields. Extremes, 5, 181–212 (2003)
4. Barbe, Ph., McCormick, W. P.: Second-order expansion for the maximum of some stationary Gaussian sequences. Stochastic Process. Appl., 110, 315–342 (2004)
5. Barbe, Ph., McCormick, W. P., Zhang, C.: Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments. Stochastic Process. Appl., 117, 1835–1847 (2007)
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