Extremes of multidimensional Gaussian processes
Author:
Funder
MNiSW
NWO
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference12 articles.
1. An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes;Adler,1990
2. A two dimensional ruin problem on the positive quadrant;Avram;Insurance Math. Econom.,2008
3. A note on LDP for supremum of Gaussian processes over infinite horizon;Dębicki;Statist. Probab. Lett.,1999
4. Conditional limit theorems for queues with Gaussian input, a weak convergence approach;Dieker;Stochastic Process. Appl.,2005
5. Extremes of Gaussian processes over an infinite horizon;Dieker;Stochastic Process. Appl.,2005
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