Large deviations in the piecewise linear approximation of gaussian processes with stationary increments

Advances in Applied Probability

Volumn 28, Issue 2, 1996, Pages 481-499

  Seleznjev, Oleg ^a  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

Interpolation of realization; Maximum of non stationary Gaussian processes; Point process

Indexed keywords

EID: 0010826439     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800048588     Document Type: Article

References (26)

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