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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(…