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E. Hashorva et al., « Piterbarg theorems for chi-processes with trend », Serveur académique Lausannois, ID : 10.1007/s10687-014-0201-1
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Let chi(n)(t) = (Sigma(n)(i=1) X-i(2)(t))(1/2), t >= 0 be a chi-process with n degrees of freedom where X (i) 's are independent copies of some generic centered Gaussian process X. This paper derives the exact asymptotic behaviour of P{sup(t is an element of[0,T]) (chi(n)(t) - g(t) > u} as u -> infinity, where T is a given positive constant, and g(a