Extremes of a class of nonhomogeneous Gaussian random fields (Q282499): Difference between revisions

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Extremes of a class of nonhomogeneous Gaussian random fields
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    Extremes of a class of nonhomogeneous Gaussian random fields (English)
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    12 May 2016
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    nonhomogeneous Gaussian random fields
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    extremes
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    Shepp statistics
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    stationarity
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    fractional Brownian motion
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    Brownian bridge
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    maximum loss
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    span
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    Pickands constant
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    Piterbarg constant
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    generalized Pickands-Piterbarg constant
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