High excursions for nonstationary generalized chi-square processes

DOI10.1016/0304-4149(94)90068-XMaRDI QIDQ1343584zbMATHOpenAlexFDO

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

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)

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Cited in

(30)

• scientific article; zbMATH DE number 7662453 (Why is no real title available?)
• High excursion probabilities for Gaussian fields on smooth manifolds
• High excursions of Bessel process and other processes of Bessel type
• High extrema of Gaussian chaos processes
• On probability of high extremes for product of two Gaussian stationary processes
• On the limit properties of the last exit time and the first crossing point for the stationary dependent chi-sequences
• Piterbarg theorems for chi-processes with trend
• Limit laws for the maxima of stationary chi-processes under random index
• Extremes of locally stationary Gaussian and chi fields on manifolds
• Local and uniform moduli of continuity of chi-square processes
• Extremes of \(L^p\)-norm of vector-valued Gaussian processes with trend
• On maxima of chi-processes over threshold dependent grids
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
• High excursions of Gaussian nonstationary processes in discrete time
• On probability of high extremes for product of two independent Gaussian stationary processes
• scientific article; zbMATH DE number 4064166 (Why is no real title available?)
• High extremes of Gaussian chaos processes: a discrete time approximation approach
• High excursions of Bessel and related random processes
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• Asymptotic confidence regions for density ridges
• High excursions of a quadratic form for a Gaussian stationary vector process
• Extremes and limit theorems for difference of chi-type processes
• Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• On extremal behavior of Gaussian chaos
• Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
• On the tail asymptotics of supremum of stationary \(\chi\)-processes with random trend
• Large extremes of Gaussian chaos processes
• Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes
• Extreme value theory for stochastic integrals of Legendre polynomials

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