Asymptotic properties of extremes of locally self-similar and multidimensional Gaussian processes
2011/03/N/ST1/00163
Keywords
Descriptors
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
Panel
ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution
Uniwersytet Wrocławski, Wydział Matematyki i Informatyki
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 2
Call
PRELUDIUM 2 – announced on 2011-09-15
- Amount awarded
- 50 910 PLN
- Project start date
- 2012-09-20
- Project end date
- 2014-09-19
- Project duration
- 24 months (the same as in the proposal)
- Project status
- Project settled
Equipment purchased [PL]
- Drukarka. Cost: 1 000 PLN
- Toshiba Portege Z830-11M. Cost: 3 500 PLN
Information in the final report
Publication in academic press/journals (1)
-
Pickands-Piterbarg constants for self-similar Gaussian processes
- Authors:
- Krzysztof Dębicki, Kamil Tabiś
- Status:
- Accepted for publication