On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483): Difference between revisions

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+Spline approximation of a random process with singularity
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+Stratified Monte Carlo quadrature for continuous random fields
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+Efficient Monte Carlo for high excursions of Gaussian random fields
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+A new proof of an old result by Pickands
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+Computation of the distribution of the maximum of stationary Gaussian processes
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+Level Sets and Extrema of Random Processes and Fields
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+Sojourns and extremes of Gaussian processes
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+Ruin probability for Gaussian integrated processes.
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+A note on upper estimates for Pickands constants
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+Extremes of the time-average of stationary Gaussian processes
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+Laws of Small Numbers: Extremes and Rare Events
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+Extremes of Gaussian processes with maximal variance near the boundary points
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+Approximation of a Random Process with Variable Smoothness
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+Asymptotic distribution of sum and maximum for Gaussian processes
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+Extreme values and high boundary crossings of locally stationary Gaussian processes
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+Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
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+Limit theorem for maximum of the storage process with fractional Brownian motion as input
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+On convergence of the uniform norms for Gaussian processes and linear approximation problems
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+Limit distribution of the sum and maximum from multivariate Gaussian sequences
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+Extremes of independent Gaussian processes
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+Extremes and related properties of random sequences and processes
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+An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes
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+Asymptotic distribution for the sum and maximum of Gaussian processes
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+Limit distributions for the maxima of stationary Gaussian processes
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+Simulation of Brown-Resnick processes
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+Asymptotic Properties of the Maximum in a Stationary Gaussian Process
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+Discrete and continuous time extremes of Gaussian processes
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+Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
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