Limiting distribution of the continuity modulus for Gaussian processes with stationary increments

DOI10.1016/J.SPL.2008.11.020MaRDI QIDQ1012227zbMATH OpenOpenAlexFDO

Authors Zakhar Kabluchko

Publication date 15 April 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.11.020

zbMATH Keywords

stationary incrementsGumbel distributioncontinuity modulus

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Extremes and related properties of random sequences and processes
• Holder Conditions for Gaussian Processes with Stationary Increments
• Hölder conditions for continuous Gaussian processes
• Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
• On the Hölder continuity of stationary Gaussian processes
• On the Lipschitz's condition for Brownian motion
• On the Upper and Lower Class for Stationary Gaussian Processes
• On the increments of Wiener and related processes
• Upcrossing Probabilities for Stationary Gaussian Processes

Cited in

(5)

• Approximation of maximum of Gaussian random fields
• Limit laws for sums of independent random products: the lattice case
• scientific article; zbMATH DE number 2095672 (Why is no real title available?)
• CLT for \(L^p\) moduli of continuity of Gaussian processes
• Functional limit theorems for sums of independent geometric Lévy processes

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