Pages that link to "Item:Q5540926"

The following pages link to Maxima of stationary Gaussian processes (Q5540926):

Displaying 39 items.

• Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables (Q829817) (← links)
• Exceptional times and invariance for dynamical random walks (Q877451) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• Asymptotic properties of nonparametric curve estimates (Q1066585) (← links)
• Kernel approximations of a Wiener process (Q1089993) (← links)
• Computer experiments for the analysis of extreme-value phenomena (Q1095632) (← links)
• The supremum of Gaussian processes with a constant variance (Q1112445) (← links)
• Empirical Bayes rules and Gaussian processes (Q1171841) (← links)
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
• Limit distributions for the maxima of stationary Gaussian processes (Q1213690) (← links)
• Almost sure limiting behaviour of first crossing points of Gaussian sequences (Q1254777) (← links)
• Extreme value distribution for normalized sums from stationary Gaussian sequences (Q1256801) (← links)
• Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• Asymptotic behaviour of Gaussian processes with integral representation. (Q1877537) (← links)
• On the asymptotic behaviour of stationary Gaussian processes (Q1911506) (← links)
• Asymptotic behavior of the convex hull of a stationary Gaussian process (Q1936263) (← links)
• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model (Q2093321) (← links)
• Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion (Q2100003) (← links)
• Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays (Q2157380) (← links)
• Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
• Limits for partial maxima of Gaussian random vectors (Q2181615) (← links)
• Extremes of vector-valued Gaussian processes (Q2196388) (← links)
• Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
• On dynamical Gaussian random walks (Q2569225) (← links)
• Extremes and First Passage Times of Correlated Fractional Brownian Motions (Q3191880) (← links)
• Sur les instants de grande amplitude des trajectoires de processus gaussiens stationnaires (Q3870071) (← links)
• (Q3884893) (← links)
• Asymptotic behaviour of Gaussian random fields (Q3886590) (← links)
• Growth rate of Gaussian processes with stationary increments (Q4070071) (← links)
• Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
• Time-revealed convergence properties of normalized maxima in stationary Gaussian processes (Q5179582) (← links)
• Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
• An iterated logarithm law for the maximum in a stationary gaussian sequence (Q5571414) (← links)
• Upcrossing Probabilities for Stationary Gaussian Processes (Q5606324) (← links)
• A class of limiting distributions of high level excursions of Gaussian processes (Q5615147) (← links)
• An Asymptotic Property of Gaussian Processes. I (Q5616529) (← links)
• Maxima and High Level Excursions of Stationary Gaussian Processes (Q5636103) (← links)
• An asymptotic property of Gaussian stationary processes (Q5660332) (← links)