Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 60 (2005) no. 1, pp. 167-168
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@article{RM_2005_60_1_a10,
author = {V. I. Piterbarg and B. Stamatovic},
title = {Crude asymptotics of the probability of simultaneous high extrema of two {Gaussian} processes: the dual action functional},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {167--168},
year = {2005},
volume = {60},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2005_60_1_a10/}
}
TY - JOUR AU - V. I. Piterbarg AU - B. Stamatovic TI - Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2005 SP - 167 EP - 168 VL - 60 IS - 1 UR - http://geodesic.mathdoc.fr/item/RM_2005_60_1_a10/ LA - en ID - RM_2005_60_1_a10 ER -
%0 Journal Article %A V. I. Piterbarg %A B. Stamatovic %T Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2005 %P 167-168 %V 60 %N 1 %U http://geodesic.mathdoc.fr/item/RM_2005_60_1_a10/ %G en %F RM_2005_60_1_a10
V. I. Piterbarg; B. Stamatovic. Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 60 (2005) no. 1, pp. 167-168. http://geodesic.mathdoc.fr/item/RM_2005_60_1_a10/