no code implementations • 27 Jan 2021 • Krzysztof Dȩbicki, Enkelejd Hashorva, Peng Liu, Zbigniew Michna
In the literature, based on the pioneering research of S. Berman the sojourn times have been utilised to derive the tail asymptotics of supremum of Gaussian processes.
Gaussian Processes Probability Primary 60G15, secondary 60G70