Extremes of Gaussian processes with a smooth random trend
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Cites work
- Analysis I. Integral presentations asymptotic methods
- Extremes of Gaussian processes with a smooth random variance
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 2226680 (Why is no real title available?)
- Level Sets and Extrema of Random Processes and Fields
- The expected number of level crossings for stationary, harmonisable, symmetric, stable processes
- Twenty lectures about Gaussian processes
- Upcrossing Probabilities for Stationary Gaussian Processes
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- Probabilities of high extremes for a Gaussian stationary process in a random environment
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- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Extremes of Gaussian chaos processes with trend
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval
- On the tail asymptotics of supremum of stationary -processes with random trend
- Extremes of L^p-norm of vector-valued Gaussian processes with trend
- Sojourn times of Gaussian processes with random parameters
- Parisian ruin of Gaussian processes with random premium income
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- Extreme values of portfolio of Gaussian processes and a trend
- Distribution of extreme values for Gaussian sequences with a trend
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