Maxima and High Level Excursions of Stationary Gaussian Processes
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Cites work
- A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
- A class of limiting distributions of high level excursions of Gaussian processes
- Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
- Excursions above high levels for stationary Gaussian processes
- scientific article; zbMATH DE number 3426516 (Why is no real title available?)
- scientific article; zbMATH DE number 3155151 (Why is no real title available?)
- scientific article; zbMATH DE number 3211221 (Why is no real title available?)
- scientific article; zbMATH DE number 3259553 (Why is no real title available?)
- scientific article; zbMATH DE number 3028224 (Why is no real title available?)
- Maxima of stationary Gaussian processes
- Occupation times of stationary gaussian processes
- On a Limit Distribution of High Level Crossings of a Stationary Gaussian Process
- Some Limit Theorems for Random Functions. I
Cited in
(13)- Maximum and minimum of one-dimensional diffusions
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes
- Exponential inequalities for sums of random vectors
- Conditions for the convergence in distribution of maxima of stationary normal processes
- On convergence of the uniform norms for Gaussian processes and linear approximation problems
- On excursion sets, tube formulas and maxima of random fields.
- A note on extreme values of locally stationary Gaussian processes
- On convergence rates of suprema
- High level sojourns for strongly dependent Gaussian processes
- Extreme value theory for continuous parameter stationary processes
- Extremes of the standardized Gaussian noise
- Maxima of stochastic processes driven by fractional Brownian motion
- Extremes of weighted Brownian bridges in increasing dimension
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