Geodesic
Ruin probability for a~Gaussian process with variance attaining its maximum on discrete sets
Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 83-90

Voir la notice de l'article provenant de la source Math-Net.Ru

Ruin probability for a Gaussian locally stationary process is considered in the case where the process variance attains its maximum in a finite number of points. The double sum method is applied to calculate exact asymptotics of the corresponding probability. Also, we consider a family of processes with variance that has a countable set of maximum points containing a limit point. 
@article{FPM_2018_22_3_a4,
     author = {S. G. Kobelkov},
     title = {Ruin probability for {a~Gaussian} process with variance attaining its maximum on discrete sets},
     journal = {Fundamentalʹna\^a i prikladna\^a matematika},
     pages = {83--90},
     publisher = {mathdoc},
     volume = {22},
     number = {3},
     year = {2018},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a4/}
}
TY  - JOUR
AU  - S. G. Kobelkov
TI  - Ruin probability for a~Gaussian process with variance attaining its maximum on discrete sets
JO  - Fundamentalʹnaâ i prikladnaâ matematika
PY  - 2018
SP  - 83
EP  - 90
VL  - 22
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a4/
LA  - ru
ID  - FPM_2018_22_3_a4
ER  - 
%0 Journal Article
%A S. G. Kobelkov
%T Ruin probability for a~Gaussian process with variance attaining its maximum on discrete sets
%J Fundamentalʹnaâ i prikladnaâ matematika
%D 2018
%P 83-90
%V 22
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a4/
%G ru
%F FPM_2018_22_3_a4
S. G. Kobelkov. Ruin probability for a~Gaussian process with variance attaining its maximum on discrete sets. Fundamentalʹnaâ i prikladnaâ matematika, Tome 22 (2018) no. 3, pp. 83-90. http://geodesic.mathdoc.fr/item/FPM_2018_22_3_a4/