most citedApproximation of Sojourn Times of Gaussian Processes

1 citations · 2 across the 3 of their papers we have counts for

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3 papers

math.PR2020

Extrema of multi-dimensional Gaussian processes over random intervals

Lanpeng Ji, Xiaofan Peng

This paper studies the joint tail asymptotics of extrema of the multi-dimensional Gaussian process over random intervals defined as $$ P(u):=\mathbb{P}\left\{\cap_{i=1}^n \left(\su…

math.PR2020★ 1 cited

Sojourns of Stationary Gaussian Processes over a Random Interval

Krzysztof Dȩbicki, Xiaofan Peng

We investigate asymptotics of the tail distribution of sojourn time as , where is a centered stationary Gaussian process and $…

math.PR2017★ 1 cited

Approximation of Sojourn Times of Gaussian Processes

Krzysztof Dȩbicki, Enkelejd Hashorva, Xiaofan Peng +1

We investigate the tail asymptotic behavior of the sojourn time for a large class of centered Gaussian processes , in both continuous- and discrete-time framework. All results o…