Generalized Pickands constants

DOI10.1063/1.2719142zbMath1144.81425OpenAlexW2059596217MaRDI QIDQ3529749

Dong Sheng Wu

Publication date: 14 October 2008

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.2719142

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Large deviations of Shepp statistics for fractional Brownian motion ⋮ On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes

Cites Work

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• Self-intersections and local nondeterminism of Gaussian processes
• Spectral conditions for local nondeterminism
• Ruin probability for Gaussian integrated processes.
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Sample functions of the Gaussian process
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Asymptotic Properties of Gaussian Processes

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