High excursions for nonstationary generalized chi-square processes

DOI10.1016/0304-4149(94)90068-XzbMath0815.60045MaRDI QIDQ1343584

Vladimir I. Piterbarg

Publication date: 30 June 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian random process; asymptotic behavior of large deviation probabilities; large deviation probabilities of Gaussian processes

Mathematics Subject Classification ID

60G60: Random fields

60G70: Extreme value theory; extremal stochastic processes

60F10: Large deviations

Related Items

Extreme value theory for stochastic integrals of Legendre polynomials, Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes

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