Define Y(t)=max0≤s≤1W(t+s)−W(t)Y(t)=max0≤s≤1W(t+s)−W(t) , where W(\ub7) is a standard Wiener process. We study the maximum of Y up to time T: MT=max0≤t≤TY(t)MT=max0≤t≤TY(t) and de termine an asymptotic expression for P(MT>u)P(MT>u) when u→ ∞. Further we establish the limiting Gumbel distribution of M T when T→ ∞ and present the corresponding normalization sequence
Given an IRd-valued supercritical branching Wiener process, let ψ(A, T) be the number of particles i...
AbstractThe maximum MT of the storage process Y(t)=sups⩾t(X(s)-X(t)-c(s-t)) in the interval [0,T] is...
AbstractIt is well known that optimally stopping the sample mean W(t)t of a standard Wiener process ...
Define Y(t)= max 0 ≤ s ≤1 W(t+s)-W(t), where W(̇) is a standard Wiener process. We study the ma...
Let (xi(i), i >= 1) be a sequence of independent standard normal random variables and let S-k = Sigm...
AbstractWe obtain explicit expressions for the distribution of the maximum of particular two-paramet...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
International audienceWe consider a class of linear regression model with extreme distribution noise...
This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonho...
We investigate the extremal behavior of stationary mixed MA processes Y (t) = � R+×R f(r, t − s) d ...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
In this paper we study the extremal behavior of a stationary continuoustime moving average process Y...
AbstractIn this paper we study the extremal behavior of a stationary continuous-time moving average ...
Consider a centered separable Gaussian process $Y$ with a variance function that is regularly varyin...
Summary of standard extreme-value statistics: • Let z1,..., zN be i.i.d. random variables with proba...
Given an IRd-valued supercritical branching Wiener process, let ψ(A, T) be the number of particles i...
AbstractThe maximum MT of the storage process Y(t)=sups⩾t(X(s)-X(t)-c(s-t)) in the interval [0,T] is...
AbstractIt is well known that optimally stopping the sample mean W(t)t of a standard Wiener process ...
Define Y(t)= max 0 ≤ s ≤1 W(t+s)-W(t), where W(̇) is a standard Wiener process. We study the ma...
Let (xi(i), i >= 1) be a sequence of independent standard normal random variables and let S-k = Sigm...
AbstractWe obtain explicit expressions for the distribution of the maximum of particular two-paramet...
aT + α log log T + (1 − α) log log aT]} − 12 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener...
International audienceWe consider a class of linear regression model with extreme distribution noise...
This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonho...
We investigate the extremal behavior of stationary mixed MA processes Y (t) = � R+×R f(r, t − s) d ...
AbstractLet {X(t) : t ∈ R+N} denote the N-parameter Wiener process on R+N = [0, ∞)n. For multiple se...
In this paper we study the extremal behavior of a stationary continuoustime moving average process Y...
AbstractIn this paper we study the extremal behavior of a stationary continuous-time moving average ...
Consider a centered separable Gaussian process $Y$ with a variance function that is regularly varyin...
Summary of standard extreme-value statistics: • Let z1,..., zN be i.i.d. random variables with proba...
Given an IRd-valued supercritical branching Wiener process, let ψ(A, T) be the number of particles i...
AbstractThe maximum MT of the storage process Y(t)=sups⩾t(X(s)-X(t)-c(s-t)) in the interval [0,T] is...
AbstractIt is well known that optimally stopping the sample mean W(t)t of a standard Wiener process ...
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