Asymptotics of supremum distribution of iterated Gaussian processes
2013/09/D/ST1/03698
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: 1
Call
SONATA 5 – announced on 2013-03-15
- Amount awarded
- 75 200 PLN
- Project start date
- 2014-03-17
- Project end date
- 2016-03-16
- Project duration
- 24 months (the same as in the proposal)
- Project status
- Project settled
Equipment purchased [PL]
- komputer przenośny. Cost: 4 255 PLN
Information in the final report
Publication in academic press/journals (1)
-
On the asymptotics of supremum distribution for some iterated processes
- Authors:
- Marek Arendarczyk
- Academic press:
- Extremes (year: 2017, volume: 20, pages: 451-474), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s10687-016-0272-2 – link to the publication