On probability of high extremes for product of two independent Gaussian stationary processes
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| 024 | 7 | 0 | |a 10.1007/s10687-014-0205-x |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-014-0205-x | ||
| 245 | 0 | 0 | |a On probability of high extremes for product of two independent Gaussian stationary processes |h [Elektronische Daten] |c [Vladimir Piterbarg, Alexander Zhdanov] |
| 520 | 3 | |a Let X(t), Y(t), t≥0, be two independent zero-mean stationary Gaussian processes, whose covariance functions are such that r i (t)=1−|t| a i +o(|t| a i ) as t → 0 $t\rightarrow 0$ , with 0 u ) $P(\max _{t\in \lbrack 0,p]}X(t)Y(t)>u)$ as u → ∞ $u\rightarrow \infty $ . We discuss possibilities generalizing obtained results to other Gaussian chaos processes h(X(t)), with a Gaussian vector process X(t) and a homogeneous function h of positive order. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Gaussian processes |2 nationallicence | |
| 690 | 7 | |a Gaussian chaos |2 nationallicence | |
| 690 | 7 | |a High extremes probabilities |2 nationallicence | |
| 690 | 7 | |a Double sum method |2 nationallicence | |
| 700 | 1 | |a Piterbarg |D Vladimir |u Moscow Lomonosov State University, Moscow, Russia |4 aut | |
| 700 | 1 | |a Zhdanov |D Alexander |u Moscow Lomonosov State University, Moscow, Russia |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 99-108 |x 1386-1999 |q 18:1<99 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-014-0205-x |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-014-0205-x |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Piterbarg |D Vladimir |u Moscow Lomonosov State University, Moscow, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zhdanov |D Alexander |u Moscow Lomonosov State University, Moscow, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 99-108 |x 1386-1999 |q 18:1<99 |1 2015 |2 18 |o 10687 | ||