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Tail asymptotics for Shepp-statistics of Brownian motion in Double-struck capital R-d
Let X(t), t. R, be a d-dimensional vector-valued Brownian motion, d = 1. For all b. Rd \ (-8, 0] d we derive exact asymptotics of P{X(t + s) - X(t) &g......
Extremes of stationary random fields on a lattice
Extremal behavior of stationary Gaussian sequences/random fields is widely investigated since it models common cluster phenomena and brings a bridge b......
Asymptotics of convolution with the semi-regular-variation tail and its application to risk
In this paper, according to a certain criterion, we divide the exponential distribution class into some subclasses. One of them is closely related to ......
Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
In this paper, joint limit distributions of maxima and minima on independent and non-identically distributed bivariate Gaussian triangular arrays is d......
