Pages that link to "Item:Q291403"
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The following pages link to Extremes of independent stochastic processes: a point process approach (Q291403):
Displaying 5 items.
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- A note on vague convergence of measures (Q2322688) (← links)
- The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)
