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

DOI10.1016/J.SPL.2008.11.020zbMATH Open1159.60324OpenAlexW1977232718MaRDI QIDQ1012227FDOQ1012227

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

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zbMATH Keywords

stationary incrementsGumbel distributioncontinuity modulus

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Upcrossing Probabilities for Stationary Gaussian Processes
• On the increments of Wiener and related processes
• Holder Conditions for Gaussian Processes with Stationary Increments
• On the Lipschitz's condition for Brownian motion
• Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes
• Hölder conditions for continuous Gaussian processes
• On the Upper and Lower Class for Stationary Gaussian Processes
• On the Hölder continuity of stationary Gaussian processes

Cited In (5)

• Approximation of maximum of Gaussian random fields
• Title not available (Why is that?)
• Limit laws for sums of independent random products: the lattice case
• CLT for \(L^p\) moduli of continuity of Gaussian processes
• Functional limit theorems for sums of independent geometric Lévy processes

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