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

DOI10.1137/S0040585X97T987818zbMATH Open1370.60063MaRDI QIDQ2821773FDOQ2821773

Authors: A. I. Zhdanov 

Publication date: 23 September 2016

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

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zbMATH Keywords

Gaussian processesdouble sum methodGaussian chaoshigh extreme probabilities

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On probability of high extremes for product of two independent Gaussian stationary processes
• High excursions for nonstationary generalized chi-square processes
• On extremal behavior of Gaussian chaos
• Limit Theorem for High Levela-Upcrossings by $\chi$-Process
• Title not available (Why is that?)

Cited In (13)

• Double extremum probability for Gaussian stationary process
• Extremes of vector-valued Gaussian processes
• Large extremes of Gaussian chaos processes
• High extrema of Gaussian chaos processes
• Title not available (Why is that?)
• Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
• Asymptotics of maximum distribution of one conditionally Gaussian process
• On probability of high extremes for product of two independent Gaussian stationary processes
• On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
• High excursions of a quadratic form for a Gaussian stationary vector process
• High extremes of Gaussian chaos processes: a discrete time approximation approach
• Probabilities of high extremes for a Gaussian stationary process in a random environment
• Probability asymptotics of a double extremum for nonstationary Gaussian processes

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