On generalized Piterbarg-Berman function

Chengxiu Ling, Hong Zhang, Long Bai

This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_α^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_α(t) - |t|^α- h(…