Minima of \(H\)-valued Gaussian processes

DOI10.1214/AOP/1039639362zbMath0870.60046OpenAlexW2072686059MaRDI QIDQ2563933

J. M. P. Albin

Publication date: 20 February 1997

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039639362

zbMATH Keywords

asymptotic behaviorupper and lower boundsGaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (5)

On the lower tail probabilities of some random series ⋮ \( L_2\)-small ball asymptotics for Gaussian random functions: a survey ⋮ Extremes of independent Gaussian processes ⋮ On lower tail probabilities of positive random sums ⋮ A note on Rosenblatt distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Extremes of moving averages of random variables with finite endpoint
• Probability tails of Gaussian extrema
• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• On extremal theory for stationary processes
• The supremum of Gaussian processes with a constant variance
• On the lower tail of Gaussian seminorms
• Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
• Inequalities for increments of stochastic processes and moduli of continuity
• On the upper and lower classes for a stationary Gaussian stochastic process
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Régularité de processus gaussiens
• Extrema and level crossings of χ² processes
• Some properties of the crossings process generated by a stationary χ² process
• Limit Theorems for the Maximum Term in Stationary Sequences

This page was built for publication: Minima of \(H\)-valued Gaussian processes