On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
From MaRDI portal
Recommendations
- Probability asymptotics of a double extremum for nonstationary Gaussian processes
- Double extremum probability for Gaussian stationary process
- On probability of high extremes for product of two Gaussian stationary processes
- On probability of high extremes for product of two independent Gaussian stationary processes
- Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
Cited in
(10)- Probability asymptotics of a double extremum for nonstationary Gaussian processes
- Double extremum probability for Gaussian stationary process
- Extremes of vector-valued Gaussian processes
- On the probability of conjunctions of stationary Gaussian processes
- The expected Euler characteristic approximation to excursion probabilities of Gaussian vector fields
- Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
- Double extreme on joint sets for Gaussian random fields
- On probability of high extremes for product of two independent Gaussian stationary processes
- On probability of high extremes for product of two Gaussian stationary processes
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
This page was built for publication: On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3429688)