Extremes of independent Gaussian processes
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Cites work
- scientific article; zbMATH DE number 4004880 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 729453 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- A spectral representation for max-stable processes
- Extreme values of independent stochastic processes
- Extremes and related properties of random sequences and processes
- Maxima of normal random vectors: Between independence and complete dependence
- Minima of Independent Bessel Processes and of Distances Between Brownian Particles
- Minima of \(H\)-valued Gaussian processes
- On convergence toward an extreme value distribution in \(C[0,1]\)
- Random Fields and Geometry
- Spherical and hyperbolic fractional Brownian motion
- Stationary max-stable fields associated to negative definite functions
- The Minimum of a Large Number of Bessel Processes
- Upcrossing Probabilities for Stationary Gaussian Processes
Cited in
(29)- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
- Extremes of space-time Gaussian processes
- Representations of \(\max\)-stable processes via exponential tilting
- Generalized Pickands constants and stationary max-stable processes
- Extremes of independent chi-square random vectors
- Extremes of independent stochastic processes: a point process approach
- On beta-product convolutions
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
- On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Stochastic ordering in multivariate extremes
- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Maxima of independent, non-identically distributed Gaussian vectors
- Gnedenko-type limit theorems for cyclostationary c^2-processes
- Extremes of randomly scaled Gumbel risks
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Conditional sampling for max-stable processes with a mixed moving maxima representation
- Maxima of skew elliptical triangular arrays
- Extrema of multi-dimensional Gaussian processes over random intervals
- Large deviations of Shepp statistics for fractional Brownian motion
- Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
- Piterbarg theorems for chi-processes with trend
- A comparative tour through the simulation algorithms for max-stable processes
- Extremes on river networks
- Expansions and penultimate distributions of maxima of bivariate normal random vectors
- Limit distributions of extreme values of bounded independent random functions
- Extremes of Gaussian processes, on results of Piterbarg and Seleznjev
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