Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space

DOI10.1016/0304-4149(92)90030-TzbMath0757.60025OpenAlexW1992283765MaRDI QIDQ1193403

J. M. P. Albin

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90030-t

zbMATH Keywords

suprema of processesGaussian processes in Hilbert spacestochastically differentiable stationary process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ On extremes and streams of upcrossing. ⋮ High excursions for nonstationary generalized chi-square processes ⋮ Extremes of L^p-norm of vector-valued Gaussian processes with trend ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ A note on Rosenblatt distributions

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