Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters

DOI10.3103/S0027132222050035MaRDI QIDQ2688112

I. A. Kozik

Publication date: 9 March 2023

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

zbMATH Keywords

discrete timecontinuous timehigh excursions of trajectoriestwo-dimensional Gaussian fields

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Probability theory and stochastic processes (60-XX) Distribution theory (60Exx)

Cites Work

• Discrete and continuous time extremes of Gaussian processes
• Extremes in Random Fields
• Simulation of the Asymptotic Constant in Some Fluid Models
• Bayesian Hierarchical Space-Time Models with Application to Significant Wave Height
• Upcrossing Probabilities for Stationary Gaussian Processes
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