Tail asymptotics for the extremes of bivariate Gaussian random fields

DOI10.3150/15-BEJ788zbMath1392.60033arXiv1504.07717OpenAlexW2963798606MaRDI QIDQ527457

Yuzhen Zhou, Yimin Xiao

Publication date: 11 May 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.07717

zbMATH Keywords

excursion probabilitydouble sum methodbivariate Gaussian fieldbivariate Matérn fielddouble extremes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ Uniform tail approximation of homogenous functionals of Gaussian fields

This page was built for publication: Tail asymptotics for the extremes of bivariate Gaussian random fields