Add to ORKGWe study relations between P{supt[set membership, variant][0,h] [xi](t)>u} and for a stationary process [xi](t). Applications include Markov jump processes, [alpha]-stable processes, and quadratic functionals of Gaussian processes.Extrema Upcrossing Jump process Stable process Gaussian process
AbstractWe propose a new method to get the Hermite polynomial expansion of crossings of any level by...
Consider a centered separable Gaussian process Y with a variance function that is regularly varying ...
The extremal coefficient function has been discussed as an analog of the autocovari-ance function fo...
AbstractWe study relations between P{supt∈[0,h]ξ(t)>u} and hlimn→∞2nP{ξ(0)⩽u<ξ(2−n)}+P{ξ(0)>u} for a...
Given a stationary differentiable in probability process we express the asymptotic behaviour of the ...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractGiven a stationary differentiable in probability process {ξ(t)}t∈R we express the asymptotic...
AbstractA well-known property of stationary Gaussian processes is that the excursions over high leve...
Distributional identities for a Lévy process Xt , its quadratic variation process Vt and its maximal...
Extremal limit theorems for certain long memort stationary stable processes lead unexpectedly to a n...
A multidimensional inhomogeneous extremal process is defined and it is demonstrated that it belongs ...
http://www.i-journals.org/ps/viewarticle.php?id=73&layout=abstractInternational audienceThis paper p...
We propose a new method to get the Hermite polynomial expansion of crossings of any level by a stati...
In the field of spatial extremes, stochastic processes with upper semicontinuous (usc) trajectories ...
In this dissertation, we consider two different types of pure jump Markov processes. The first chapt...
AbstractWe propose a new method to get the Hermite polynomial expansion of crossings of any level by...
Consider a centered separable Gaussian process Y with a variance function that is regularly varying ...
The extremal coefficient function has been discussed as an analog of the autocovari-ance function fo...
AbstractWe study relations between P{supt∈[0,h]ξ(t)>u} and hlimn→∞2nP{ξ(0)⩽u<ξ(2−n)}+P{ξ(0)>u} for a...
Given a stationary differentiable in probability process we express the asymptotic behaviour of the ...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractGiven a stationary differentiable in probability process {ξ(t)}t∈R we express the asymptotic...
AbstractA well-known property of stationary Gaussian processes is that the excursions over high leve...
Distributional identities for a Lévy process Xt , its quadratic variation process Vt and its maximal...
Extremal limit theorems for certain long memort stationary stable processes lead unexpectedly to a n...
A multidimensional inhomogeneous extremal process is defined and it is demonstrated that it belongs ...
http://www.i-journals.org/ps/viewarticle.php?id=73&layout=abstractInternational audienceThis paper p...
We propose a new method to get the Hermite polynomial expansion of crossings of any level by a stati...
In the field of spatial extremes, stochastic processes with upper semicontinuous (usc) trajectories ...
In this dissertation, we consider two different types of pure jump Markov processes. The first chapt...
AbstractWe propose a new method to get the Hermite polynomial expansion of crossings of any level by...
Consider a centered separable Gaussian process Y with a variance function that is regularly varying ...
The extremal coefficient function has been discussed as an analog of the autocovari-ance function fo...