activity
20172021
most citedOn maximum of Gaussian process with unique maximum point of its variance

2 citations · 3 across the 5 of their papers we have counts for

collaborators
Showing math.PRShow all

6 papers · 1 filter

math.PR2021

High excursion probabilities for Gaussian fields on smooth manifolds

Vladimir I. Piterbarg

Gaussian random fields on finite dimensional smooth manifolds whose variances reach their maximum value at smooth submanifolds are considered. Exact asymptotic behaviors of large e…

math.PR2020

On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables

V. I. Piterbarg, Yu. A. Scherbakova

A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gu…

math.PR2020

Extremes of Gaussian non-stationary processes and maximal deviation of projection density estimates

Valentin Konakov, Vladimir Panov, Vladimir Piterbarg

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribut…

math.PR2019

On maximum of Gaussian random field having unique maximum point of its variance

Sergey G. Kobelkov, Vladimir I. Piterbarg

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute…

math.PR20192 cited

On maximum of Gaussian process with unique maximum point of its variance

E. Hashorva, S. Kobelkov, V. I. Piterbarg

Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of the…

math.PR20171 cited

Stochastic representation and pathwise properties of fractional Cox-Ingersoll-Ross process

Yuliya Mishura, Vladimir I. Piterbarg, Kostiantyn Ralchenko +1

We consider the fractional Cox-Ingersoll-Ross process satisfying the stochastic differential equation (SDE) driven by a fractional Brownian…