2 papers
math.PR2026
Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels
Pavel Ievlev, Timofei Shashkov, Svyatoslav Novikov
We study precise asymptotics for high-level exceedance probabilities of path functionals of continuous vector-valued Gaussian processes. The probabilities have the form $$ \mathbb{…
math.PR2025
Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
Ievlev Pavel, Timofei Shashkov
In this paper, we derive some upper and lower bounds and inequalities for the total variation distance (TVD) and the Kullback-Leibler divergence (KLD), also known as the relative e…