Cheng, Dan and Liu, Peng (2019) Extremes of spherical fractional Brownian motion. Extremes, 22 (3). pp. 433-457. DOI https://doi.org/10.1007/s10687-019-00344-4
Cheng, Dan and Liu, Peng (2019) Extremes of spherical fractional Brownian motion. Extremes, 22 (3). pp. 433-457. DOI https://doi.org/10.1007/s10687-019-00344-4
Cheng, Dan and Liu, Peng (2019) Extremes of spherical fractional Brownian motion. Extremes, 22 (3). pp. 433-457. DOI https://doi.org/10.1007/s10687-019-00344-4
Abstract
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Excursion probability; Pickands constant; Sphere; Piterbarg constant; SFBM; Fractional Brownian motion; Gaussian random fields; Asymptotics |
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 28 Jan 2021 17:47 |
| Last Modified: | 30 Oct 2024 19:14 |
| URI: | http://repository.essex.ac.uk/id/eprint/28167 |
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Filename: ExtremeSFBM_Extremes_Final.pdf
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