Large deviations of bivariate Gaussian extrema
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DOI: 10.1007/s11134-019-09632-z
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- Dȩbicki, Krzysztof & Hashorva, Enkelejd & Ji, Lanpeng & Tabiś, Kamil, 2015. "Extremes of vector-valued Gaussian processes: Exact asymptotics," Stochastic Processes and their Applications, Elsevier, vol. 125(11), pages 4039-4065.
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Keywords
Extreme value theory; Large deviations; Bivariate normal distributions; Networks of infinite server queues;All these keywords.
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