Extreme values and high boundary crossings of locally stationary Gaussian processes (Q804073)

Let \(X=\{X(t)\), \(t\geq 0\}\) be a real standardized Gaussian process with continuous sample functions. For \(T>0\) let \(u_ T(t)\), \(0\leq t\leq T\), be a continuous real function with \(\min \{u_ T(t);\quad t\leq T\}\to \infty\) as \(T\to \infty\). Suppose that X is locally stationary in the sense of \textit{S. M. Berman} [Ann. Probab. 2, 999-1026 (1974; Zbl 0298.60026); Corrections ibid. 8, 999 (1980)] and satisfies Berman's condition on the long range dependence. Under some smoothness conditions on the boundary function \(u_ T\) the author proves that \[ P\{X(t)\leq u_ T(t),\quad t\leq T\}-\exp (-J(T))\to 0\quad as\quad T\to \infty, \] where J(T) is given by a certain integral involving \(u_ T\). The result is applied to derive the limiting distribution of the maximum up to time T for standardized process or nonstandardized process with a smooth trend.