Extremes of vector-valued Gaussian processes-Reference-Cited by-同舟云学术

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Extremes of vector-valued Gaussian processes

Published:2020-09 Issue:9 Volume:130 Page:5802-5837
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dȩbicki Krzysztof,Hashorva Enkelejd,Wang Longmin

Funder

SNSF, Switzerland

NCN, Poland

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference39 articles.

1. Random Fields and Geometry;Adler,2007

2. Basic properties of the multivariate fractional Brownian motion;Amblard,2013

3. Geometry of conjunction set of smooth stationary Gaussian fields;Azais,2019

4. Level Sets and Extrema of Random Processes and Fields;Azaïs,2009

5. Extremes of threshold-dependent Gaussian processes;Bai;Sci. China Math.,2018

Cited by 11 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

1. Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics;Extremes;2024-08-29

2. Extremes of locally-homogenous vector-valued Gaussian processes;Extremes;2024-01-08

3. Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance;Stochastic Models;2023-11-20

4. Simultaneous ruin probability for multivariate Gaussian risk model;Stochastic Processes and their Applications;2023-06

5. Sojourn times of Gaussian and related random fields;Latin American Journal of Probability and Mathematical Statistics;2023

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