Exact asymptotics and limit theorems for supremum of stationary -processes over a random interval

DOI10.1016/J.SPA.2013.03.009MaRDI QIDQ2447697zbMATHOpenAlexFDO

Authors Zhongquan Tan, Enkelejd Hashorva

Publication date 28 April 2014

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

Full work available at URL https://doi.org/10.1016/j.spa.2013.03.009

zbMATH Keywords

limit theorems\(\chi\)-processpiterbarg inequalityPiterbarg theorem for \(\chi\)-processesSeleznjev \(p\)th-mean approximation theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(27)

• On the maxima of non stationary random fields subject to missing observations
• Estimates of the supremum of a class of stationary random processes
• Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
• High extrema of Gaussian chaos processes
• Extremes of order statistics of 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
• Approximation of maximum of Gaussian random fields
• Extrema of multi-dimensional Gaussian processes over random intervals
• Detecting non-simultaneous changes in means of vectors
• Limit theorems for supremum of Gaussian processes over a random interval
• Limit laws for the maxima of stationary chi-processes under random index
• Tail asymptotic behavior of the supremum of a class of chi-square processes
• Extremes of locally stationary Gaussian and chi fields on manifolds
• On the asymptotic distribution of the maxima from Gaussian functions subject to missing observations
• Extremes and First Passage Times of Correlated Fractional Brownian Motions
• Extremes of Shepp statistics for fractional Brownian motion
• Almost sure central limit theorems for the maxima of Gaussian functions
• On maxima of chi-processes over threshold dependent grids
• Large deviations of Shepp statistics for fractional Brownian motion
• High extremes of Gaussian chaos processes: a discrete time approximation approach
• Extremes and limit theorems for difference of chi-type processes
• 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
• The supremum of chi-square processes
• The extremes of dependent chi-processes attracted by the Brown-Resnick process

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