On the tail probabilities of aggregated lognormal random fields with small noise
Xiaoou Li, Jingchen Liu (Department of Statistics, Columbia University, New York, New York), Gongjun Xu (School of Statistics, University of Minnesota, SE Minneapolis, Minnesota)
| Year of publication: |
February 2016
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| Authors: | Liu, Xiaoou ; Liu, Jingchen ; Xu, Gongjun |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 41.2016, 1, p. 236-246
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| Subject: | Gaussian process | exponential integral | change of measure | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Zeitreihenanalyse | Time series analysis |