In this paper we are interested in the distribution of the maximum, or the maximum of the absolute value, of certain Gaussian processes for which the result is exactly known
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
AbstractLet X1,X2,… be independent variables, each having a normal distribution with negative mean −...
In this paper we are interested in the distribution of the maximum, or the maximum of the absolute v...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
Numerous examples of applications from very diverse fields (Medicine, Astrophysics, Statistics, etc....
AbstractWe study the probability distribution F(u) of the maximum of smooth Gaussian fields defined ...
This paper deals with the problem of obtaining methods to compute the distribution of the maximum of...
Article accepté aux Annales de l'Institut henri Poincaré - série B - 2007International audienceThe j...
International audienceProbability that the maximum of the reflected Brownian motion over a finite in...
AbstractWe study the supremum of ‘the’ standard isonormal linear process L on a subset C of a real H...
Published: J. Phys. A: Math. Theor. 41, 365005 (2008).International audienceWe derive P(M,t_m), the ...
This paper first strictly proved that the growth of the second moment of a large class of Gaussian p...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
The purpose of this research is to find the asymptotically exact expressions for the distribution fu...
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
AbstractLet X1,X2,… be independent variables, each having a normal distribution with negative mean −...
In this paper we are interested in the distribution of the maximum, or the maximum of the absolute v...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
Numerous examples of applications from very diverse fields (Medicine, Astrophysics, Statistics, etc....
AbstractWe study the probability distribution F(u) of the maximum of smooth Gaussian fields defined ...
This paper deals with the problem of obtaining methods to compute the distribution of the maximum of...
Article accepté aux Annales de l'Institut henri Poincaré - série B - 2007International audienceThe j...
International audienceProbability that the maximum of the reflected Brownian motion over a finite in...
AbstractWe study the supremum of ‘the’ standard isonormal linear process L on a subset C of a real H...
Published: J. Phys. A: Math. Theor. 41, 365005 (2008).International audienceWe derive P(M,t_m), the ...
This paper first strictly proved that the growth of the second moment of a large class of Gaussian p...
With motivation from Hüsler (Extremes 7:179-190, 2004) and Piterbarg (Extremes 7:161-177, 2004) in t...
The purpose of this research is to find the asymptotically exact expressions for the distribution fu...
The joint distribution of maximum increase and decrease for Brown-ian motion up to an independent ex...
[[sponsorship]]統計科學研究所[[note]]已出版;[SCI];有審查制度;具代表性[[note]]http://gateway.isiknowledge.com/gateway/Ga...
AbstractLet X1,X2,… be independent variables, each having a normal distribution with negative mean −...