Extremes of Gaussian processes over an infinite horizon

DOI10.1016/j.spa.2004.09.005zbMath1070.60035MaRDI QIDQ2485824

A. B. Dieker

Publication date: 5 August 2005

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

Full work available at URL: https://research.utwente.nl/en/publications/extremes-of-gaussian-processes-over-an-infinite-horizon(94f08aa1-8002-47be-93cb-ca32e2068b65).html

zbMATH Keywords

Ruin probability; Extreme values; Regular variation

Mathematics Subject Classification ID

60G15: Gaussian processes

60G70: Extreme value theory; extremal stochastic processes

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