Asymptotic behaviour of Gaussian processes with integral representation.

DOI10.1016/S0304-4149(00)00023-5MaRDI QIDQ1877537zbMATH OpenFDO

Authors Olivier Garet

Publication date 7 September 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian fieldsspectral densityoscillationslimit values

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

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• A Law of Iterated Logarithm for Stationary Gaussian Processes
• Asymptotic maxima of continuous Gaussian processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• Maxima of stationary Gaussian processes
• On the Continuity of Brownian Motion with a Multidimensional Parameter
• On the asymptotic behaviour of stationary Gaussian processes
• On the upper and lower classes for a stationary Gaussian stochastic process
• The τ-régularity of Gaussian measures
• Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes

Cited in

(2)

• Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
• A note on transient Gaussian fluid models

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