Extremes of a class of nonhomogeneous Gaussian random fields
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Publication:282499
DOI10.1214/14-AOP994zbMath1341.60044arXiv1405.2952OpenAlexW3099300944MaRDI QIDQ282499
Enkelejd Hashorva, Krzysztof Dȩbicki, Lanpeng Ji
Publication date: 12 May 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.2952
fractional Brownian motionBrownian bridgestationarityextremesgeneralized Pickands-Piterbarg constantmaximum lossnonhomogeneous Gaussian random fieldsPickands constantPiterbarg constantShepp statisticsspan
Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)
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