Asymptotic expansions for the probability of large excursions of Gaussian processes
Doklady Akademii Nauk, Tome 242 (1978) no. 6, pp. 1248-1251
Voir la notice de l'article provenant de la source Math-Net.Ru
@article{DAN_1978_242_6_a2,
author = {V. I. Piterbarg},
title = {Asymptotic expansions for the probability of large excursions of {Gaussian} processes},
journal = {Doklady Akademii Nauk},
pages = {1248--1251},
publisher = {mathdoc},
volume = {242},
number = {6},
year = {1978},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DAN_1978_242_6_a2/}
}
V. I. Piterbarg. Asymptotic expansions for the probability of large excursions of Gaussian processes. Doklady Akademii Nauk, Tome 242 (1978) no. 6, pp. 1248-1251. http://geodesic.mathdoc.fr/item/DAN_1978_242_6_a2/