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- W2952894893 abstract "Let ${X(t) : t in [0, infty) }$ be a centered stationary Gaussian process. We study the exact asymptotics of $pr (sup_{s in [0,T]} X(t) > u)$, as $u to infty$, 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 $lambdain(0,1)$ and the case of $T$ having slowly varying tail distribution." @default.
- W2952894893 created "2019-06-27" @default.
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- W2952894893 date "2010-11-29" @default.
- W2952894893 modified "2023-10-18" @default.
- W2952894893 title "Exact asymptotics of supremum of a stationary Gaussian process over a random interval" @default.
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