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- W1970423866 abstract "Abstract Let { X ( t ) : t ∈ [ 0 , ∞ ) } be a centered stationary Gaussian process. We study the exact asymptotics of P ( sup s ∈ [ 0 , T ] X ( s ) > u ) , as u → ∞ , where T is an independent of { X ( t ) } nonnegative random variable. It appears that the heaviness of T impacts the form of the asymptotics, leading to three scenarios: the case of integrable T , the case of T having regularly varying tail distribution with parameter λ ∈ ( 0 , 1 ) and the case of T having slowly varying tail distribution." @default.
- W1970423866 created "2016-06-24" @default.
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- W1970423866 date "2012-03-01" @default.
- W1970423866 modified "2023-10-18" @default.
- W1970423866 title "Exact asymptotics of supremum of a stationary Gaussian process over a random interval" @default.
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- W1970423866 doi "https://doi.org/10.1016/j.spl.2011.11.015" @default.
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