11 results
On the continuity of Pickands constants
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- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
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- 18 January 2022, pp. 187-201
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- March 2022
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Bounds for expected supremum of fractional Brownian motion with drift
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 411-427
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- June 2021
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Simultaneous ruin probability for two-dimensional brownian risk model
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- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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- 16 July 2020, pp. 597-612
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- June 2020
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Extremes of nonstationary Gaussian fluid queues
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- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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- 16 November 2018, pp. 887-917
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- September 2018
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Uniform tail approximation of homogenous functionals of Gaussian fields
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- Advances in Applied Probability / Volume 49 / Issue 4 / December 2017
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- 17 November 2017, pp. 1037-1066
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- December 2017
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Parisian ruin of self-similar Gaussian risk processes
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 688-702
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- September 2015
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Extremes of Homogeneous Gaussian Random Fields
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 55-67
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- March 2015
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Asymptotics of Hybrid Fluid Queues with Lévy Input
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- Journal of Applied Probability / Volume 50 / Issue 1 / March 2013
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- 30 January 2018, pp. 103-113
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- March 2013
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Transient Asymptotics of Lévy-Driven Queues
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- Journal of Applied Probability / Volume 47 / Issue 1 / March 2010
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- 14 July 2016, pp. 109-129
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- March 2010
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A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
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- Probability in the Engineering and Informational Sciences / Volume 21 / Issue 1 / January 2007
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- 15 December 2006, pp. 83-107
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Exact overflow asymptotics for queues with many Gaussian inputs
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- Journal of Applied Probability / Volume 40 / Issue 3 / September 2003
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- 14 July 2016, pp. 704-720
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- September 2003
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