DOIAbstract
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with stationary increments. The order of infinitesimal is obtained
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with stationary increments. The order of infinitesimal is obtained
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
The study of locally stationary processes contains theory and methods about a class of processes tha...
Abstract. We study the tails of the distribution of the maximum of a stationary Gaussian process on ...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet X and Y be random vectors of the same dimension such that Y has a normal distribution wi...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
This paper is concerned with everywhere local behaviour of certain classes of random processes which...
With motivation from [9], in this paper we derive the exact tail asymptotics of alpha(t)-locally sta...
textabstractBrownian motion; Gaussian process; regular variation; he paper is concerned with the sup...
A local Holder condition is obtained for the local time of a stationary Gaussian process with spectr...
We study the exact asymptotics of , as u-->[infinity], where and {Z(t):t>=0} is a centered stationar...
The article contains an overview over locally stationary processes. At the beginning time varying au...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
The study of locally stationary processes contains theory and methods about a class of processes tha...
Abstract. We study the tails of the distribution of the maximum of a stationary Gaussian process on ...
AbstractThe joint continuity of Gaussian local times is investigated under conditions strictly weake...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
The aim of this work is to define and perform a study of local times of all Gaussian processes that ...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet X and Y be random vectors of the same dimension such that Y has a normal distribution wi...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
This paper is concerned with everywhere local behaviour of certain classes of random processes which...
With motivation from [9], in this paper we derive the exact tail asymptotics of alpha(t)-locally sta...
textabstractBrownian motion; Gaussian process; regular variation; he paper is concerned with the sup...
A local Holder condition is obtained for the local time of a stationary Gaussian process with spectr...
We study the exact asymptotics of , as u-->[infinity], where and {Z(t):t>=0} is a centered stationar...
The article contains an overview over locally stationary processes. At the beginning time varying au...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
The study of locally stationary processes contains theory and methods about a class of processes tha...
Abstract. We study the tails of the distribution of the maximum of a stationary Gaussian process on ...
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