Krzysztof Dcebicki

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20152021

most citedExtremes of Vector-Valued Gaussian Processes

3 citations · 9 across the 6 of their papers we have counts for

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2 papers · 1 filter

math.PR2015★ 1 cited

Extremes of stationary Gasussian storage models

Krzysztof Dȩbicki, Peng Liu

For the stationary storage process ${Q (t), t \geq 0}$ , with $Q (t) = sup_{s \geq t} (X (s) - X (t) - c (s - t)^{β}),$ where ${X (t), t \geq 0}$ is a centered Gaussian process with stat…

math.PR2015★ 1 cited

Extremes of vector-valued Gaussian processes: exact asymptotics

Krzysztof Dȩbicki, Enkelejd Hashorva, Lanpeng Ji +1

Let ${X_{i} (t), t \geq 0}, 1 \leq i \leq n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\ex…