Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173)
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scientific article; zbMATH DE number 6475120
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| English | Extremes of vector-valued Gaussian processes: exact asymptotics |
scientific article; zbMATH DE number 6475120 |
Statements
Extremes of vector-valued Gaussian processes: exact asymptotics (English)
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24 August 2015
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vector-valued Gaussian processes
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extremes
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double-sum method
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Slepian lemma
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Borell-TIS inequality
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Piterbarg inequality
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generalized Pickands constant
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generalized Piterbarg constant
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Pickands-Piterbarg lemma
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0.8838437795639038
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0.87204909324646
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0.854745090007782
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0.8221936225891113
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0.81733638048172
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