Extremes of Gaussian processes with maximal variance near the boundary points

DOI10.1023/A:1010029228490zbMath0969.60058OpenAlexW93904883MaRDI QIDQ5926522

Enkelejd Hashorva, Juerg Hüsler

Publication date: 23 September 2001

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010029228490

zbMATH Keywords

extreme valuesGaussian processcrossing of a boundary

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

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