Author:
Hashorva Enkelejd,Korshunov Dmitry,Piterbarg Vladimir I.
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference41 articles.
1. Arendarczyk, M., Dȩbicki, K.: Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. Bernoulli 17, 194–210 (2011)
2. Anderson, G.V., Guionnet, A., Zeitouni, O.: An Introduction to Random Matrices. Cambridge, Cambridge University Press (2010)
3. Arcones, M.A., Giné, E.: On decoupling, series expansions, and tail behavior of chaos processes. J. Theor. Probab. 6, 101–122 (1993)
4. Balkema, A.A., Klüppelberg, C., Resnick, S.I.: Densities with Gaussian tails. Proc. London Math. Soc. 66, 568–588 (1993)
5. Barbe, Ph.: Approximation of integrals over asymptotic sets with applications to probability and statistics. arXiv: 0312132 (2003)
Cited by
15 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献