3 citations · 7 across the 14 of their papers we have counts for
14 papers
Extremes of Gaussian random fields with non-additive dependence structure
Long Bai, Krzysztof Debicki, Peng Liu
We derive exact asymptotics of for a centered Gaussian field $X(\mathbf{t}),~…
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(…
Extremes of Locally-stationary Chi-square processes on discrete grids
Long Bai
For centered Gaussian processes, the chi-square process appears naturally as limiting processes in various statistical…
Extremes of Gaussian chaos processes with Trend
Long Bai
Let be a Gaussian vector process and let be a continuous homogeneous functi…
Ruin problem for Brownian motion risk model with interest rate and tax payment
Long Bai, Peng Liu
Let be a Brownian motion. Consider the Brownian motion risk model with interest rate collection and tax payment defined by \begin{align}\label{Rudef} \widetilde{…
Approximation of Kolmogorov-Smirnov Test Statistics
Long Bai, David Kalaj
Motivated by the weak limit of the Kolmogorov-Smirnov test statistics, in this contribution, we concern the asymptotics of \begin{align*} \mathbb{P}\left\{\sup_{\boldsymbol{x}\in […