Pingjin Deng

most citedThe joint distributions of running maximum of a Slepian processes

1 citations · 1 across the 2 of their papers we have counts for

collaborators

3 papers

math.PR2016

Asymptotic of Non-Crossings probability of Additive Wiener Fields

Pingjin Deng

Let $W_{i} = {W_{i} (t_{i}), t_{i} \in R_{+}}, i = 1, 2, \dots, d$ are independent Wiener processes. $W = {W (t), t \in R_{+}^{d}}$ be the additive Wiener field define as the sum of $W_{i}$ . For…

math.PR2016★ 1 cited

The joint distributions of running maximum of a Slepian processes

Pingjin Deng

Consider the Slepian process $S$ defined by $S (t) = B (t + 1) - B (t), t \in [0, 1]$ with $B (t), t \in R$ a standard Brownian motion.In this contribution we analyze the joint distribution bet…

math.PR2016

The boundary non-Crossing probabilities for Slepian process

Pingjin Deng

In this contribution we derive an explicit formula for the boundary non-crossing probabilities for Slepian processes associated with the piecewise linear boundary function. This fo…