Computation of the distribution of the maximum of stationary Gaussian processes
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Publication:2513652
DOI10.1007/s11009-012-9293-8zbMath1307.60069OpenAlexW1972146467MaRDI QIDQ2513652
Publication date: 28 January 2015
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-012-9293-8
Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Monte Carlo methods (65C05) Sample path properties (60G17) Software, source code, etc. for problems pertaining to probability theory (60-04)
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