Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

Published 2014 View Full Article

Authors

Keywords

Tail asymptotics, Large deviations, Weibullian tails, Supremum over random intervals, Gaussian process, Fractional Brownian motion, Fractional laplace motion, Gamma process, Ruin probability, Primary 60G15, Secondary 60G70, 60K30, 91B30

Journal

Extremes

Volume 17, Issue 3, Pages 411-429

Publisher

Springer Nature

Online

2014-05-05

DOI

10.1007/s10687-014-0186-9

References

View 5 related references

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started