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CNKI学位论文(17)
知网期刊论文(5)
在“
SpringerLink电子期刊
”中,
命中:
89
条,耗时:小于0.01 秒
在所有数据库中总计命中:
22
条
1.
The subleading order of two dimensional cover times
作者:
David Belius
;
Nicola Kistler
关键词:
Mathematics Subject Classification60J65
;
60G
50
;
60G70
;
60K35
刊名:Probability Theory and Related Fields
出版年:2017
2.
Functional weak convergence of partial maxima processes
作者:
Danijel Krizmanić
关键词:
Extremal index
;
Functional limit theorem
;
Regular variation
;
Skorohod J 1 topology
;
Strong mixing
;
Weak convergence
;
60F17
;
60G
52
;
60G70
刊名:Extremes
出版年:2016
3.
A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches
作者:
Pascal Sielenou Dkengne
;
Nicolas Eckert
;
Philippe Naveau
关键词:
Extreme values
;
Triangular arrays
;
Stationary processes
;
Discrete random variables
;
Snow avalanche occurrence numbers
;
60G70
;
60G
10
;
60F10
刊名:Extremes
出版年:2016
4.
A characterization of the normal distribution using stationary max-stable processes
作者:
Sebastian Engelke
;
Zakhar Kabluchko
关键词:
Smith max
;
stable process
;
Stationarity
;
Extreme value theory
;
Multivariate normal distribution
;
60G70
;
60G
15
刊名:Extremes
出版年:2016
5.
Parisian ruin over a finite-time horizon
作者:
Krzysztof Dębicki
;
Enkelejd Hashorva
;
LanPeng Ji
关键词:
Parisian ruin
;
Gaussian process
;
Lévy process
;
fractional Brownian motion
;
infimum of Brownian motion
;
generalized Pickands constant
;
generalized Piterbarg constant
;
60G
15
;
60G70
刊名:SCIENCE CHINA Mathematics
出版年:2016
6.
Averaged extreme regression quantile
作者:
Jana Jurečková
关键词:
Averaged extreme regression quantile
;
Extreme regression quantile
;
Regression rank scores
;
R
;
estimator
;
Primary
;
60G70
;
62G30
;
62G32
;
Secondary
;
62J05
;
90C05
刊名:Extremes
出版年:2016
7.
Distribution of the height of local maxima of Gaussian random fields
作者:
Dan Cheng
;
Armin Schwartzman
关键词:
Height
;
Overshoot
;
Local maxima
;
Riemannian manifold
;
Gaussian orthogonal ensemble
;
Isotropic field
;
Euler characteristic
;
Sphere
;
60G
15
;
60G
60
;
60G70
;
62E15
;
62E17
刊名:Extremes
出版年:2015
8.
The distribution of the maximum of a variance gamma process and path-dependent option pricing
作者:
Roman V. Ivanov
关键词:
Variance gamma process
;
Distribution of maximum
;
Path
;
dependent options
;
Exact formula
;
Hypergeometric function
;
60G
51
;
60G70
;
60J75
;
33C20
;
C02
;
D46
;
D53
;
G12
刊名:Finance and Stochastics
出版年:2015
9.
Extremes of Shepp statistics for fractional Brownian motion
作者:
ZhongQuan Tan
;
Yang Yang
关键词:
extremes
;
Shepp statistics
;
fractional Brownian motion
;
exact tail asymptotic
;
Gumbel limit law
;
60G
15
;
60G70
刊名:SCIENCE CHINA Mathematics
出版年:2015
10.
Exact simulation of Brown-Resnick random fields at a finite number of locations
作者:
A. B. Dieker
;
T. Mikosch
关键词:
Brown
;
Resnick random field
;
Brown
;
Resnick process
;
Max
;
stable process
;
Gaussian random field
;
Extremes
;
Pickands鈥檚 constant
;
Monte Carlo simulation
;
60G70
;
60G
10
;
68U20
刊名:Extremes
出版年:2015
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