Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 3, Pages 480–495 (Mi tvp2584)  
This article is cited in 4 scientific papers (total in 4 papers)

The exact asymptotics for the probability of large span of a Gaussian stationary process

V. I. Piterbarg, V. P. Prisyažnuk

Moscow
Full-text PDF (812 kB) Citations (4)
Abstract: We obtain the exact asymptotics for the probability
$$ \mathbf P\{\max_{0\le t\le 1}\xi_t-\min_{0\le t\le 1}\xi_t>u\},\qquad u\to\infty, $$
under the assumption that the correlation function of a Gaussian stationary process $\xi_t$, $t\in[0,1]$, varies regularly at the origin.
Received: 02.03.1978
English version:
Theory of Probability and its Applications, 1982, Volume 26, Issue 3, Pages 468–484
DOI: https://doi.org/10.1137/1126054
Bibliographic databases:
Language: Russian
Citation: V. I. Piterbarg, V. P. Prisyažnuk, “The exact asymptotics for the probability of large span of a Gaussian stationary process”, Teor. Veroyatnost. i Primenen., 26:3 (1981), 480–495; Theory Probab. Appl., 26:3 (1982), 468–484
Citation in format AMSBIB
\Bibitem{PitPri81}
\by V.~I.~Piterbarg, V.~P.~Prisya{\v z}nuk
\paper The exact asymptotics for the probability of large span of a~Gaussian stationary process
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 3
\pages 480--495
\mathnet{http://mi.mathnet.ru/tvp2584}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=627856}
\zmath{https://zbmath.org/?q=an:0487.60038|0472.60036}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 3
\pages 468--484
\crossref{https://doi.org/10.1137/1126054}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981PA76400003}
Linking options:
  • https://www.mathnet.ru/eng/tvp2584
  • https://www.mathnet.ru/eng/tvp/v26/i3/p480
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:292
    Full-text PDF :105
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024