1 citations · 2 across the 4 of their papers we have counts for
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On the maxima of suprema of dependent Gaussian models
Lanpeng Ji, Xiaofan Peng
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain differen…
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…
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 $…
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…