Extremes of a class of nonhomogeneous Gaussian random fields (Q282499)
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scientific article; zbMATH DE number 6579684
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| English | Extremes of a class of nonhomogeneous Gaussian random fields |
scientific article; zbMATH DE number 6579684 |
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Extremes of a class of nonhomogeneous Gaussian random fields (English)
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12 May 2016
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nonhomogeneous Gaussian random fields
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extremes
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Shepp statistics
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stationarity
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fractional Brownian motion
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Brownian bridge
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maximum loss
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span
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Pickands constant
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Piterbarg constant
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generalized Pickands-Piterbarg constant
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0.8782771825790405
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0.8662986159324646
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0.8530303835868835
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0.8254186511039734
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