Pages that link to "Item:Q282499"
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The following pages link to Extremes of a class of nonhomogeneous Gaussian random fields (Q282499):
Displayed 20 items.
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- The joint distribution of running maximum of a Slepian process (Q1739330) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- Extremes of vector-valued Gaussian processes (Q2196388) (← links)
- Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics (Q2209321) (← links)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Extremes of spherical fractional Brownian motion (Q2322839) (← links)
- Some limit results on supremum of Shepp statistics for fractional Brownian motion (Q2362938) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Limit laws on extremes of nonhomogeneous Gaussian random fields (Q4684892) (← links)
- Uniformly efficient simulation for extremes of Gaussian random fields (Q4684932) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- (Q5742624) (← links)
- (Q5881790) (← links)