Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences

DOI10.1007/BF01142518zbMath0496.60035OpenAlexW1969082112MaRDI QIDQ1170556

Vladimir I. Piterbarg

Publication date: 1981

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01142518

zbMATH Keywords

asymptotic expansions

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Limit theorems in probability theory (60F99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit distributions for the maxima of stationary Gaussian processes
• A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence

This page was built for publication: Asymptotic expansions in the Poisson limit theorem for large excursions of stationary Gaussian sequences