Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983)
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scientific article; zbMATH DE number 6460264
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| English | Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids |
scientific article; zbMATH DE number 6460264 |
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Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (English)
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20 July 2015
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Piterbarg's max-discretization theorem
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limiting distribution
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Piterbarg distribution
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Pickands constant
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extremes of Gaussian processes
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Gumbel limit law
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Berman condition
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0.9031420946121216
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0.8755849003791809
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0.8242868781089783
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0.8237854838371277
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0.8124492764472961
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