Xiaofan Peng

activity

20162022

most citedApproximation of Sojourn Times of Gaussian Processes

1 citations · 2 across the 6 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

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 $\int_{0}^{T} I (X (t) > u) d t,$ as $u \to \infty$ , where $X$ is a centered stationary Gaussian process and $…