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- W2340127710 abstract "In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes ${X(Y(t)) : t in [0, infty)}$, where ${X(t) : t in mathbb{R} }$ is a centered Gaussian process and ${Y(t): t in [0, infty)}$ is an independent of ${X(t)}$ stochastic process with a.s. continuous sample paths. In particular, the asymptotic behavior of $mathbb{P}left(sup_{s in [0,T]} X(Y(s)) > uright)$ as $u to infty$, where $T > 0$, as well as $lim_{utoinfty} mathbb{P}left(sup_{s in [0, h(u)]} X(Y(s)) > uright)$, for some suitably chosen function $h(u)$ are analyzed. As an illustration, we study the asymptotic behavior of the supremum distribution of iterated fractional Brownian motion process." @default.
- W2340127710 created "2016-06-24" @default.
- W2340127710 creator A5059576775 @default.
- W2340127710 date "2016-04-21" @default.
- W2340127710 modified "2023-09-27" @default.
- W2340127710 title "On the asymptotics of supremum distribution for some iterated processes" @default.
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