R. Adler. An introduction to continuity, extrema and related topics for general Gaussian processes. Institute Math. Statistics, Hayward CA (1990). Home/Search Document Not in Database Summary Related Articles Check |
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Large Buffer Asymptotics For The Queue With FBM Input - Massoulié, Simonian (4 citations) (Correct)
....lim sup x 1 P(V 0 x) x Gammafl e Gamma 2 x 2(1 GammaH) 2 L (1.9) where the power fl is positive for 1 H 1=2 and for some constant L. To derive such a result, we refer to general upper bounds for the distribution of the supremum of a centered Gaussian process as developed in [1]. Such results are essentially based on the notion of canonical distance d : s; t) 7 E(G t Gamma G s ) 2 associated with such a Gausssian process. The application of those general bounds enables us to give the proper decay rate fl, the constant L being still undefined. Applying further the ....
....thus be deduced by considering the distribution of the supremum of process fG t g over time values restricted to such a neighborhood T of t . Now, local properties of a Gaussian process can be analysed through the intensive use of its so called canonical distance , as thoroughly developed in [1]. Given a Gaussian centered process fG t g t0 , its canonical distance d is defined by d(s; t) 2 = E(G t Gamma G s ) 2 ; s; t 0: 3.1) In this respect, note that [0; 1[ is contained in the d ball with center 0 and radius R = r sup t 0 E(G 2 t ) For any 0, denote also by N (T; ....
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R.J. Adler, An introduction to continuity, extrema and related topics for general Gaussian processes, Institute of Math. Stat., Lecture notes, 1990, Hayward, California
Probability Approximations via the Poisson Clumping Heuristic: An .. - Aldous (1992) (73 citations) (Correct)
....are discussed by Albin [3, 2] I28 Rough 2 processes. Albin [3] gives further results. A statistical application is given in Chan [18] I29 Smooth stationary processes. Breitung [16] gives further results on estimating the outcrossing rate. J29 General References. The new book of Adler [1] is a very readable account of extrema of Gaussian processes on infinite dimensional parameter space. J38 2 Surfaces. Aronowich and Adler [6] study d parameter random fields analogous to the 1 parameter 2 processes of C28. J39 Smooth fields in statistics. Some recent statistical work has ....
R.J. Adler. An introduction to Continuity, Extrema and Related Topics for General Gaussian Processes, volume 12 of IMS Lecture Notes. Institute of Mathematical Statistics, Hayward CA, 1990.
Validity of the expected Euler characteristic heuristic - Taylor, Takemura, Adler (2003) Self-citation (Adler) (Correct)
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R. J. Adler. An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes, volume 12 of IMS Lecture Notes-Monograph Series. Institute of Mathematical Statistics, Hayward, CA., 1990.
Brownian Motion - Mörters, Peres (2006) (Correct)
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R. Adler. An introduction to continuity, extrema and related topics for general Gaussian processes. Institute Math. Statistics, Hayward CA (1990).
Front Fluctuations in One Dimensional Stochastic.. - Bertini.. (Correct)
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R.J. Adler : An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes. Lecture Notes Monograph series 12, Institute of Mathematical Statistics 1990.
Front Fluctuations in One Dimensional Stochastic.. - Bertini.. (1999) (Correct)
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R.J. Adler : An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes. Lecture Notes Monograph series 12, Institute of Mathematical Statistics 1990.
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