Extremes of Gaussian processes with a smooth random variance
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Cites work
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 3518027 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 2226680 (Why is no real title available?)
- Analysis I. Integral presentations asymptotic methods
- Asymptotics of maximum distribution of one conditionally Gaussian process
- Asymptotics of the probability of large deviations of a conditionally Gaussian process with random variance
- Extremes of Gaussian processes with random variance
- The expected number of level crossings for stationary, harmonisable, symmetric, stable processes
Cited in
(20)- Sojourn times of Gaussian processes with random parameters
- Sojourns of stationary Gaussian processes over a random interval
- Parisian ruin of self-similar Gaussian risk processes
- Extremes of Gaussian processes with smooth random expectation and smooth random variance
- Extremes of Gaussian fields with a smooth random variance
- Extremes of Gaussian processes with a smooth random trend
- High minima of non-smooth Gaussian processes
- Asymptotics of the probability of large deviations of a conditionally Gaussian process with random variance
- An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
- Asymptotics of maximum distribution of one conditionally Gaussian process
- Extremes of independent Gaussian processes
- Probabilities of high extremes for a Gaussian stationary process in a random environment
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
- Extreme values of the cyclostationary Gaussian random process
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
- Extremes of Gaussian processes with random variance
- Minima and maxima of elliptical arrays and spherical processes
- High level exceeding probability of a Gaussian process with constant variance and variable smoothness
- Extremes of Gaussian process and the constant \(H_\alpha\)
- On the tail asymptotics of supremum of stationary \(\chi\)-processes with random trend
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