Pages that link to "Item:Q805058"

The following pages link to Probability tails of Gaussian extrema (Q805058):

Displaying 19 items.

• Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups (Q291965) (← links)
• Random conformal weldings (Q416846) (← links)
• Exceptional times and invariance for dynamical random walks (Q877451) (← links)
• Tail behaviour of Gaussian processes with applications to the Brownian pillow. (Q1426355) (← links)
• On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
• Extremes of totally skewed \(\alpha \)-stable processes (Q1593595) (← links)
• Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
• On covariance functions with slowly or regularly varying modulo of continuity (Q1642272) (← links)
• Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
• Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
• Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals (Q1741678) (← links)
• Sojourn times of Gaussian processes with trend (Q2209315) (← links)
• Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes (Q2274279) (← links)
• Minima of \(H\)-valued Gaussian processes (Q2563933) (← links)
• Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
• Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
• On extreme value theory for group stationary Gaussian processes (Q4615427) (← links)
• Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes (Q6112120) (← links)
• Four finite dimensional (FD) surrogates for continuous random processes (Q6170552) (← links)