Pages that link to "Item:Q282499"

The following pages link to Extremes of a class of nonhomogeneous Gaussian random fields (Q282499):

Displaying 17 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)
• 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)