Asymptotic approximation of crossing probabilities of random sequences
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Cites work
- Conditions for the convergence in distribution of maxima of stationary normal processes
- Limit distribution of the last exit time for stationary random sequences
- Limit distributions for the maxima of stationary Gaussian processes
- Limit Theorems for the Maximum Term in Stationary Sequences
- On extreme values in stationary sequences
- On limit distributions of first crossing points of Gaussian sequences
Cited in
(17)- Limit results for maxima in non-stationary multivariate Gaussian sequences
- Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
- Limit distributions for point processes of exceedances of random levels
- Rate of Poisson approximation of the number of exceedances of nonstationary normal sequences
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
- Limit theorem for maximum of the storage process with fractional Brownian motion as input
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
- Point processes of non stationary sequences generated by sequential and random dynamical systems
- Approximating boundary crosing probabilities with applications to sequential tests
- Extreme value laws for sequences of intermittent maps
- Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
- Asymptotic properties of extrema of moving sums of independent non-identically distributed variables
- Extremal independence in discrete random systems
- Extremal clustering in non-stationary random sequences
- Limit distribution of the sum and maximum from multivariate Gaussian sequences
- On the extremal behavior of a nonstationary normal random field
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