papers
Publications (3)
math.PR2010
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Marek Arendarczyk, Krzysztof Debicki
math.ST2014
On the tail asymptotics of the area swept under the Brownian storage graph
Marek Arendarczyk, Krzysztof DÈ©bicki, Michel Mandjes
math.PR2011
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
Marek Arendarczyk, Krzysztof DÈ©bicki