Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields

DOI10.1090/tran/6769zbMath1408.60041arXiv1309.0256OpenAlexW2963948043MaRDI QIDQ3448979

Lanpeng Ji, Enkelejd Hashorva

Publication date: 3 November 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0256

zbMATH Keywords

weak convergencefractional Brownian motionmultifractional Brownian motionmetric entropyGaussian random fieldsPickands constant\(\alpha(\mathbf{t})\)-locally stationary random fields\(\chi\)-processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (9)

Extremes of threshold-dependent Gaussian processes ⋮ Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances ⋮ Asymptotic expansions for bivariate normal extremes ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids ⋮ Extremes of randomly scaled Gumbel risks ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ The joint distribution of running maximum of a Slepian process ⋮ Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

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