High extrema of Gaussian chaos processes

DOI10.1007/s10687-016-0239-3zbMath1339.60062OpenAlexW2341383104MaRDI QIDQ291406

Vladimir I. Piterbarg

Publication date: 7 June 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0239-3

zbMATH Keywords

asymptotic methodsWiener chaosdouble sum methodextremaGaussian chaosGaussian stationary vector processeslarge excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Other physical applications of random processes (60K40)

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