Pages that link to "Item:Q3448979"

The following pages link to Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields (Q3448979):

Displaying 10 items.

• Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
• Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← 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)
• Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure (Q2804428) (← links)
• Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids (Q5086478) (← links)
• Extremes of locally-homogenous vector-valued Gaussian processes (Q6536820) (← links)