55 citations · 62 across the 6 of their papers we have counts for
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Asymptotic properties of extremal Markov processes driven by Kendall convolution
Marek Arendarczyk, Barbara Jasiulis-Gołdyn, Edward Omey
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particul…
On the asymptotics of supremum distribution for some iterated processes
Marek Arendarczyk
In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes , where $\{X(t) : t \in \…
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Marek Arendarczyk, Krzysztof Debicki
Let be a centered stationary Gaussian process. We study the exact asymptotics of $\pr (\sup_{s \in [0,T]} X(t) > u)$, as , where i…
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
Marek Arendarczyk, Krzysztof Dȩbicki
Let be a centered Gaussian process with stationary increments and variance function . We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in…