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  • Search: subject:"Seleznjev pth-mean approximation theorem"
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Limit theorems 1 Piterbarg inequality 1 Piterbarg theorem for χ-processes 1 Seleznjev pth-mean approximation theorem 1 χ-process 1
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Hashorva, Enkelejd 1 Tan, Zhongquan 1
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Stochastic Processes and their Applications 1
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Exact asymptotics and limit theorems for supremum of stationary χ-processes over a random interval
Tan, Zhongquan; Hashorva, Enkelejd - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 2983-2998
Let {χk(t),t≥0} be a stationary χ-process with k degrees of freedom being independent of some non-negative random variable T. In this paper we derive the exact asymptotics of P{supt∈[0,T]χk(t)u} as u→∞ when T has a regularly varying tail with index λ∈[0,1). Three other novel...
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