Extremes of Gaussian fields with a smooth random variance
From MaRDI portal
Recommendations
- On probability of high extremes of Gaussian fields with a smooth random trend
- Extremes of Gaussian processes with a smooth random variance
- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Probabilities of high excursions of Gaussian fields
- Asymptotics of large deviation probabilities for Gaussian fields
Cites work
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- Distribution of the height of local maxima of Gaussian random fields
- Double extreme on joint sets for Gaussian random fields
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval
- Extremes of Gaussian processes with a smooth random variance
- Extremes of Gaussian processes with random variance
- Heavy tailed time series with extremal independence
- Level Sets and Extrema of Random Processes and Fields
- On probability of high extremes for product of two independent Gaussian stationary processes
- Regularly varying functions
- Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals
- The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments
- Twenty lectures about Gaussian processes
Cited in
(12)- Extremes of homogeneous Gaussian random fields
- Extremes of Gaussian processes with a smooth random trend
- Extrema of a Gaussian random field: Berman's sojourn time method
- Probability distributions of extremes of self-similar Gaussian random fields
- Extremes of Gaussian processes with a smooth random variance
- scientific article; zbMATH DE number 1820147 (Why is no real title available?)
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II
- On maximum of Gaussian random field having unique maximum point of its variance
- On probability of high extremes of Gaussian fields with a smooth random trend
- Extremes of Gaussian random fields with regularly varying dependence structure
- On multiple peaks and moderate deviations for the supremum of a Gaussian field
- The joint distribution of running maximum of a Slepian process
This page was built for publication: Extremes of Gaussian fields with a smooth random variance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273728)
