Piterbarg, V. I.; Prisyazhnyuk, V. P. Exact asymptotic behavior of the probability of a large span of a stationary Gaussian process. (English) Zbl 0487.60038 Theory Probab. Appl. 26, 468-484 (1982). MSC: 60G10 60G15 PDFBibTeX XMLCite \textit{V. I. Piterbarg} and \textit{V. P. Prisyazhnyuk}, Theory Probab. Appl. 26, 468--484 (1982; Zbl 0487.60038) Full Text: DOI
Piterbarg, V. I.; Prisyazhnyuk, V. P. Asymptotics of the probability of large excursions for a nonstationary Gaussian process. (English) Zbl 0433.60030 Theory Probab. Math. Stat. 18, 131-144 (1979). MSC: 60F10 60G17 60G15 PDFBibTeX XMLCite \textit{V. I. Piterbarg} and \textit{V. P. Prisyazhnyuk}, Theory Probab. Math. Stat. 18, 131--144 (1979; Zbl 0433.60030)
Piterbarg, V. I.; Prisjaznjuk, V. P. Asymptotic behaviour of probability of large deviation for Gaussian non- stationary processes. (Russian) Zbl 0407.60016 Teor. Veroyatn. Mat. Stat. 18, 121-134 (1978). MSC: 60F10 60G15 PDFBibTeX XML