On generalised Piterbarg constants (Q1703023)

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Language	Label	Description	Also known as
English	On generalised Piterbarg constants	scientific article

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scholarly article

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On generalised Piterbarg constants (English)

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zbMATH Open document ID

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10.1007/s11009-016-9537-0

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Krzysztof Dȩbicki

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Enkelejd Hashorva

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Methodology and Computing in Applied Probability

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publication date

1 March 2018

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Pickands constants

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Piterbarg constants

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Gaussian process

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extremes

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exact asymptotics

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Brown-Resnick stationarity

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11009-016-9537-0

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Random Fields and Geometry

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On extremal theory for stationary processes

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Sojourns and extremes of stationary processes

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Spectral representations of sum- and max-stable processes

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Distribution of the height of local maxima of Gaussian random fields

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Generalized Pickands constants and stationary max-stable processes

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Extremes of a certain class of Gaussian processes

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Uniform tail approximation of homogenous functionals of Gaussian fields

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A note on upper estimates for Pickands constants

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Some Properties of Generalized Pickands Constants

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Extremes of vector-valued Gaussian processes: exact asymptotics

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Exact overflow asymptotics for queues with many Gaussian inputs

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Simulation of the Asymptotic Constant in Some Fluid Models

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Exact simulation of Brown-Resnick random fields at a finite number of locations

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On asymptotic constants in the theory of extremes for Gaussian processes

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Laws of Small Numbers: Extremes and Rare Events

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Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

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Pickands' constant \(H_{\alpha}\) does not equal \(1/\Gamma(1/\alpha)\), for small \(\alpha\)

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Extremes of Gaussian processes with maximal variance near the boundary points

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Piterbarg theorems for chi-processes with trend

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Extremes of Gaussian process and the constant \(H_\alpha\)

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Stationary max-stable fields associated to negative definite functions

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Extreme values of the cyclostationary Gaussian random process

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On tail probabilities and first passage times for fractional Brownian motion

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Asymptotic Properties of the Maximum in a Stationary Gaussian Process

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High extrema of Gaussian chaos processes

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Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors

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Mathematics(1 entry)

mardi Publication:1703023

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