On the tail probabilities of aggregated lognormal random fields with small noise
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 |
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