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Regular version of the site

Article

High excursions of Bessel and related random processes

Stochastic Processes and their Applications. 2020. Vol. 130. No. 8. P. 4859-4872.

Asymptotic behavior of large excursions probabilities are evaluated for Euclidean norm of a wide
class of Gaussian non-stationary vector processes with independent identically distributed components.
It is assumed that the components have means zero and variances reaching its absolute
maximum at only one point of the considered time interval. The Bessel process is an important
example of such processes.