A note on extreme values of locally stationary Gaussian processes (Q1890878)

To derive limit theorems for the distribution of extreme values of locally stationary Gaussian processes \(X(t)\) which satisfy Berman's condition for long range dependence, a general time transformation is used. This technique provides relations useful for instance for the proof of a limit theorem for the probability of the non-crossing of \(X(t)\) of a nonconstant level \(u_T (t)\).