Probabilities of high extremes for a Gaussian stationary process in a random environment

DOI10.3103/S0027132217010028zbMATH Open1373.60070OpenAlexW2602627276MaRDI QIDQ1676288FDOQ1676288

Authors: Alexander O. Kleban, Michael V. Korulin 

Publication date: 6 November 2017

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0027132217010028

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Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

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• Extremes of Gaussian processes with a smooth random variance
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Cited In (5)

• Double extremum probability for Gaussian stationary process
• Extremes of Gaussian processes with random variance
• 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
• On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation

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