High level exceeding probability for a Gaussian process with constant variance and variable smoothness
    
    
  
  
  
      
      
      
        
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2024), pp. 21-25
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Exact asymptotic behavior is evaluated for high level exceeding probability of Gaussian process with constant variance, the correlation function of which satisfies the Pickands' condition at each point, while the constants in the condition change, being continuous functions.
			
            
            
            
          
        
      @article{VMUMM_2024_4_a2,
     author = {Ph. E. Koluzanov and V. I. Piterbarg},
     title = {High level exceeding probability for a {Gaussian} process with constant variance and variable smoothness},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {21--25},
     publisher = {mathdoc},
     number = {4},
     year = {2024},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2024_4_a2/}
}
                      
                      
                    TY - JOUR AU - Ph. E. Koluzanov AU - V. I. Piterbarg TI - High level exceeding probability for a Gaussian process with constant variance and variable smoothness JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2024 SP - 21 EP - 25 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2024_4_a2/ LA - ru ID - VMUMM_2024_4_a2 ER -
%0 Journal Article %A Ph. E. Koluzanov %A V. I. Piterbarg %T High level exceeding probability for a Gaussian process with constant variance and variable smoothness %J Vestnik Moskovskogo universiteta. Matematika, mehanika %D 2024 %P 21-25 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMUMM_2024_4_a2/ %G ru %F VMUMM_2024_4_a2
Ph. E. Koluzanov; V. I. Piterbarg. High level exceeding probability for a Gaussian process with constant variance and variable smoothness. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2024), pp. 21-25. http://geodesic.mathdoc.fr/item/VMUMM_2024_4_a2/
