Pages that link to "Item:Q497481"

The following pages link to Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481):

Displaying 13 items.

• Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
• High extrema of Gaussian chaos processes (Q291406) (← links)
• Multidimensional Watson lemma and its applications (Q325631) (← links)
• Asymptotic expansions for bivariate normal extremes (Q334016) (← links)
• On the asymptotic Laplace method and its application to random chaos (Q745632) (← links)
• Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
• On probability of high extremes of Gaussian fields with a smooth random trend (Q1726887) (← links)
• Computation and analysis of the asymptotic expansions of the compound means (Q1735378) (← links)
• An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)
• Large extremes of Gaussian chaos processes (Q2631195) (← links)
• Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
• High excursions of a quadratic form for a Gaussian stationary vector process (Q2671958) (← links)
• Extremes and limit theorems for difference of chi-type processes (Q2954241) (← links)