High excursions for nonstationary generalized chi-square processes

DOI10.1016/0304-4149(94)90068-XzbMATH Open0815.60045OpenAlexW2078977090MaRDI QIDQ1343584FDOQ1343584

Authors: V. I. Piterbarg 

Publication date: 30 June 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90068-x

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• scientific article; zbMATH DE number 4032714

zbMATH Keywords

Gaussian random processasymptotic behavior of large deviation probabilitieslarge deviation probabilities of Gaussian processes

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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Cited In (27)

• Extremes of L^p-norm of vector-valued Gaussian processes with trend
• Asymptotic confidence regions for density ridges
• Extreme value theory for stochastic integrals of Legendre polynomials
• Limit laws for the maxima of stationary chi-processes under random index
• On maxima of chi-processes over threshold dependent grids
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• High excursion probabilities for Gaussian fields on smooth manifolds
• High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach
• Large extremes of Gaussian chaos processes
• High extrema of Gaussian chaos processes
• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
• On extremal behavior of Gaussian chaos
• Title not available (Why is that?)
• Title not available (Why is that?)
• High excursions of Bessel and related random processes
• Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
• Local and uniform moduli of continuity of chi-square processes
• 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
• Title not available (Why is that?)
• High excursions of a quadratic form for a Gaussian stationary vector process
• Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
• Piterbarg theorems for chi-processes with trend
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
• Extremes of locally stationary Gaussian and chi fields on manifolds
• On the tail asymptotics of supremum of stationary χ-processes with random trend

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