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Information on the principal investigator and host institution

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Asymptotics of supremum distribution of iterated Gaussian processes

2013/09/D/ST1/03698

Keywords:

supremum iterated process Gaussian process subordinator

Descriptors:

  • ST1_13: Probability and statistics

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

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Marek Arendarczyk 

Number of co-investigators in the project: 1

Call: SONATA 5 - announced on 2013-03-15

Amount awarded: 75 200 PLN

Project start date (Y-m-d): 2014-03-17

Project end date (Y-m-d): 2016-03-16

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. komputer przenośny (4 255 PLN)

Information in the final report

  • Publication in academic press/journals (1)
  1. On the asymptotics of supremum distribution for some iterated processes
    Authors:
    Marek Arendarczyk
    Academic press:
    Extremes (rok: 2017, tom: 20, strony: 451-474), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10687-016-0272-2 - link to the publication

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