High excursions of Bessel and related random processes
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DOI: 10.1016/j.spa.2020.02.002
Abstract: Abstract Asymptotic behavior of large excursions probabilities is evaluated for Euclidean norm of a wide class of Gaussian non-stationary vector processes with independent identically distributed components. It is assumed that the components have means zero… read more here.
Keywords: bessel related; high excursions; related random; excursions bessel ... See more keywords