On probability of high extremes for product of two Gaussian stationary processes

DOI10.1137/S0040585X97T987818MaRDI QIDQ2821773zbMATH OpenFDO

Authors A. I. Zhdanov

Publication date 23 September 2016

Published in Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesdouble sum methodGaussian chaoshigh extreme probabilities

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 846847 (Why is no real title available?)
• scientific article; zbMATH DE number 879747 (Why is no real title available?)
• High excursions for nonstationary generalized chi-square processes
• Limit Theorem for High Levela-Upcrossings by $\chi$-Process
• On extremal behavior of Gaussian chaos
• On probability of high extremes for product of two independent Gaussian stationary processes

Cited in

(13)

• scientific article; zbMATH DE number 5570013 (Why is no real title available?)
• Probability asymptotics of a double extremum for nonstationary Gaussian processes
• High extrema of Gaussian chaos processes
• Double extremum probability for Gaussian stationary process
• Asymptotics of maximum distribution of one conditionally Gaussian process
• Probabilities of high extremes for a Gaussian stationary process in a random environment
• Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
• On probability of high extremes for product of two independent Gaussian stationary processes
• High extremes of Gaussian chaos processes: a discrete time approximation approach
• On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
• High excursions of a quadratic form for a Gaussian stationary vector process
• Extremes of vector-valued Gaussian processes
• Large extremes of Gaussian chaos processes

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