{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T07:32:00Z","timestamp":1740123120289,"version":"3.37.3"},"reference-count":25,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2023,7,4]],"date-time":"2023-07-04T00:00:00Z","timestamp":1688428800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,7,4]],"date-time":"2023-07-04T00:00:00Z","timestamp":1688428800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"DOI":"10.13039\/501100012190","name":"Ministry of Science and Higher Education of the Russian Federation","doi-asserted-by":"crossref","award":["075-15-2022-289"],"award-info":[{"award-number":["075-15-2022-289"]}],"id":[{"id":"10.13039\/501100012190","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100001711","name":"SNSF","doi-asserted-by":"crossref","award":["200021-196888"],"award-info":[{"award-number":["200021-196888"]}],"id":[{"id":"10.13039\/501100001711","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Queueing Syst"],"published-print":{"date-parts":[[2023,10]]},"DOI":"10.1007\/s11134-023-09882-y","type":"journal-article","created":{"date-parts":[[2023,7,4]],"date-time":"2023-07-04T06:02:22Z","timestamp":1688450542000},"page":"129-137","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["On the speed of convergence of Piterbarg constants"],"prefix":"10.1007","volume":"105","author":[{"given":"Krzysztof","family":"Bisewski","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5570-920X","authenticated-orcid":false,"given":"Grigori","family":"Jasnovidov","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,7,4]]},"reference":[{"key":"9882_CR1","series-title":"Springer Monographs in Mathematics","volume-title":"Random Fields and Geometry","author":"RJ Adler","year":"2007","unstructured":"Adler, R.J., Taylor, J.E.: Random Fields and Geometry. Springer Monographs in Mathematics, Springer, New York (2007)"},{"issue":"1","key":"9882_CR2","doi-asserted-by":"publisher","first-page":"137","DOI":"10.1007\/s11009-016-9537-0","volume":"20","author":"L Bai","year":"2018","unstructured":"Bai, L., D\u0229bicki, K., Hashorva, E., Luo, L.: On generalised Piterbarg constants. Methodol. Comput. Appl. Probab. 20(1), 137\u2013164 (2018)","journal-title":"Methodol. Comput. Appl. Probab."},{"key":"9882_CR3","unstructured":"Billingsley, P.: Probability and Measure. Wiley Series in Probability and Statistics. Wiley, Hoboken (2012). Anniversary edition [of MR1324786], With a foreword by Steve Lalley and a brief biography of Billingsley by Steve Koppes"},{"key":"9882_CR4","doi-asserted-by":"publisher","first-page":"113","DOI":"10.1214\/20-EJP513","volume":"25","author":"K Bisewski","year":"2020","unstructured":"Bisewski, K., Ivanovs, J.: Zooming-in on a L\u00e9vy process: failure to observe threshold exceedance over a dense grid. Electron. J. Probab. 25, 113 (2020)","journal-title":"Electron. J. Probab."},{"key":"9882_CR5","unstructured":"Bisewski, K., Jasnovidov, G.: On the speed of convergence of discrete Pickands constants to continuous ones (2021). arXiv:2108.00756"},{"key":"9882_CR6","doi-asserted-by":"publisher","first-page":"21","DOI":"10.1080\/17442508.2015.1126282","volume":"89","author":"K Borovkov","year":"2017","unstructured":"Borovkov, K., Mishura, Y., Novikov, A., Zhitlukhin, M.: Bounds for expected maxima of Gaussian processes and their discrete approximations. Int. J. Probab. Stoch. Process. 89, 21\u201337 (2017)","journal-title":"Int. J. Probab. Stoch. Process."},{"issue":"C","key":"9882_CR7","doi-asserted-by":"publisher","first-page":"142","DOI":"10.1016\/j.spl.2018.01.025","volume":"137","author":"K Borovkov","year":"2018","unstructured":"Borovkov, K., Mishura, Y., Novikov, A., Zhitlukhin, M.: New and refined bounds for expected maxima of fractional Brownian motion. Stat. Probab. Lett. 137(C), 142\u2013147 (2018)","journal-title":"Stat. Probab. Lett."},{"key":"9882_CR8","doi-asserted-by":"crossref","unstructured":"Dalang, R., Khoshnevisan, D., Mueller, C., Nualart, D., Xiao, Y.: A Minicourse on Stochastic Partial Differential Equations. Lecture Notes in Mathematics, vol 1962. Springer, Berlin (2009). Held at the University of Utah, Salt Lake City, UT, May 8\u201319, 2006, Edited by Khoshnevisan and Firas Rassoul-Agha","DOI":"10.1007\/978-3-540-85994-9"},{"issue":"1","key":"9882_CR9","doi-asserted-by":"publisher","first-page":"444","DOI":"10.1007\/s10959-018-00876-8","volume":"33","author":"K D\u0229bicki","year":"2020","unstructured":"D\u0229bicki, K., Hashorva, E.: Approximation of supremum of max-stable stationary processes & Pickands constants. J. Theoret. Probab. 33(1), 444\u2013464 (2020)","journal-title":"J. Theoret. Probab."},{"key":"9882_CR10","doi-asserted-by":"publisher","first-page":"495","DOI":"10.1051\/ps\/2017019","volume":"21","author":"K D\u0229bicki","year":"2017","unstructured":"D\u0229bicki, K., Hashorva, E., Liu, P.: Extremes of $$\\gamma $$-reflected Gaussian processes with stationary increments. ESAIM 21, 495\u2013535 (2017)","journal-title":"ESAIM"},{"key":"9882_CR11","unstructured":"D\u0229bicki, K., Jasnovidov, G.: Extremes of reflecting Gaussian processes on discrete grid (2022). arXiv:2206.14712"},{"issue":"3","key":"9882_CR12","doi-asserted-by":"publisher","first-page":"887","DOI":"10.1017\/apr.2018.40","volume":"50","author":"K D\u0229bicki","year":"2018","unstructured":"D\u0229bicki, K., Liu, P.: Extremes of nonstationary Gaussian fluid queues. Adv. Appl. Probab. 50(3), 887\u2013917 (2018)","journal-title":"Adv. Appl. Probab."},{"issue":"3","key":"9882_CR13","doi-asserted-by":"publisher","first-page":"704","DOI":"10.1239\/jap\/1059060897","volume":"40","author":"K D\u0229bicki","year":"2003","unstructured":"D\u0229bicki, K., Mandjes, M.: Exact overflow asymptotics for queues with many Gaussian inputs. Appl. Probab. Trust 40(3), 704\u2013720 (2003)","journal-title":"Appl. Probab. Trust"},{"issue":"4","key":"9882_CR14","doi-asserted-by":"publisher","first-page":"321","DOI":"10.1023\/A:1016283330996","volume":"41","author":"K D\u0229bicki","year":"2002","unstructured":"D\u0229bicki, K., Rolski, T.: A note on transient Gaussian fluid models. Queueing Syst. 41(4), 321\u2013342 (2002)","journal-title":"Queueing Syst."},{"issue":"9","key":"9882_CR15","doi-asserted-by":"publisher","first-page":"2049","DOI":"10.1016\/j.spa.2011.05.005","volume":"121","author":"K D\u0229bicki","year":"2011","unstructured":"D\u0229bicki, K., Tabi\u015b, K.: Extremes of the time-average of stationary Gaussian processes. Stoch. Process. Appl. 121(9), 2049\u20132063 (2011)","journal-title":"Stoch. Process. Appl."},{"key":"9882_CR16","first-page":"297","volume":"40","author":"K D\u0229bicki","year":"2020","unstructured":"D\u0229bicki, K., Tabi\u015b, K.: Pickands\u2013Piterbarg constants for self-similar Gaussian processes. Probab. Math. Stat. 40, 297\u2013315 (2020)","journal-title":"Probab. Math. Stat."},{"key":"9882_CR17","unstructured":"Dieker, A.B., Lagos, G.: On the Euler discretization error of Brownian motion about random times (2017). arXiv:1708.04356"},{"issue":"3","key":"9882_CR18","doi-asserted-by":"publisher","first-page":"713","DOI":"10.1239\/jap\/1409932669","volume":"51","author":"E Hashorva","year":"2014","unstructured":"Hashorva, E., Ji, L.: Approximation of passage times of $$\\gamma $$-reflected processes with FBM input. J. Appl. Probab. 51(3), 713\u2013726 (2014)","journal-title":"J. Appl. Probab."},{"issue":"11","key":"9882_CR19","doi-asserted-by":"publisher","first-page":"4111","DOI":"10.1016\/j.spa.2013.06.007","volume":"123","author":"E Hashorva","year":"2013","unstructured":"Hashorva, E., Ji, L., Piterbarg, V.I.: On the supremum of $$\\gamma $$-reflected processes with fractional Brownian motion as input. Stoch. Process. Appl. 123(11), 4111\u20134127 (2013)","journal-title":"Stoch. Process. Appl."},{"key":"9882_CR20","doi-asserted-by":"publisher","first-page":"402","DOI":"10.1007\/s10986-015-9288-6","volume":"55","author":"E Hashorva","year":"2015","unstructured":"Hashorva, E., Liu, P., Ji, L.: On the $$\\gamma $$-reflected processes with fBm input. Lith. Math. J. 55, 402\u2013412 (2015)","journal-title":"Lith. Math. J."},{"issue":"2","key":"9882_CR21","doi-asserted-by":"publisher","first-page":"912","DOI":"10.1214\/17-AAP1320","volume":"28","author":"J Ivanovs","year":"2018","unstructured":"Ivanovs, J.: Zooming in on a L\u00e9vy process at its supremum. Ann. Appl. Probab. 28(2), 912\u2013940 (2018)","journal-title":"Ann. Appl. Probab."},{"key":"9882_CR22","doi-asserted-by":"publisher","first-page":"246","DOI":"10.1007\/s10986-021-09518-9","volume":"61","author":"G Jasnovidov","year":"2021","unstructured":"Jasnovidov, G.: Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid. Lith. Math. J. 61, 246\u2013260 (2021)","journal-title":"Lith. Math. J."},{"key":"9882_CR23","unstructured":"Jasnovidov, G., Shemendyuk, A.: Parisian ruin for insurer and reinsurer under quota-share treaty (2021). arXiv:2103.03213"},{"key":"9882_CR24","doi-asserted-by":"publisher","first-page":"1125","DOI":"10.1007\/s11009-019-09754-0","volume":"22","author":"C Ling","year":"2019","unstructured":"Ling, C., Zhang, H., Bai, L.: On generalized Piterbarg\u2013Berman function. Methodol. Comput. Appl. Probab. 22, 1125\u20131143 (2019)","journal-title":"Methodol. Comput. Appl. Probab."},{"key":"9882_CR25","volume-title":"Twenty Lectures About Gaussian Processes","author":"VI Piterbarg","year":"2015","unstructured":"Piterbarg, V.I.: Twenty Lectures About Gaussian Processes. Atlantic Financial Press, London (2015)"}],"container-title":["Queueing Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-023-09882-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11134-023-09882-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11134-023-09882-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,24]],"date-time":"2023-10-24T10:12:58Z","timestamp":1698142378000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11134-023-09882-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,4]]},"references-count":25,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2023,10]]}},"alternative-id":["9882"],"URL":"https:\/\/doi.org\/10.1007\/s11134-023-09882-y","relation":{},"ISSN":["0257-0130","1572-9443"],"issn-type":[{"type":"print","value":"0257-0130"},{"type":"electronic","value":"1572-9443"}],"subject":[],"published":{"date-parts":[[2023,7,4]]},"assertion":[{"value":"2 November 2022","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"9 April 2023","order":2,"name":"revised","label":"Revised","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"19 June 2023","order":3,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"4 July 2023","order":4,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}