On shape of high massive excursions of trajectories of Gaussian homogeneous fields

DOI10.1007/s10687-016-0281-1zbMath1387.60065MaRDI QIDQ1692085

Vladimir I. Piterbarg, Juerg Hüsler

Publication date: 26 January 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0281-1

zbMATH Keywords

extremes; Gausssian fields; massive excursions; shape of excursions

Mathematics Subject Classification ID

60G15: Gaussian processes

60G70: Extreme value theory; extremal stochastic processes

60G05: Foundations of stochastic processes

Related Items

Extremes ofγ-reflected Gaussian processes with stationary increments, Massive Excursions of Gaussian Isotropic Fields. Method of Moments, On Berman functions, Extremes on different grids and continuous time of stationary processes, Approximation of sojourn times of Gaussian processes

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