Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes

DOI10.2307/3214737zbMATH Open0752.60032OpenAlexW4236280757MaRDI QIDQ3971617FDOQ3971617

Authors:

Publication date: 25 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214737

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zbMATH Keywords

Gaussian processespoint processPoisson processmaximum of Gaussian processrandom trigonometric Jackson's polynomials

Mathematics Subject Classification ID

Gaussian processes (60G15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited In (15)

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• Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes
• LIMIT THEOREMS FOR PARTIAL SUM PROCESSES OF A GAUSSIAN SEQUENCE
• Approximation of maximum of Gaussian random fields
• Spline approximation of random processes and design problems
• Asymptotics of maxima of strongly dependent Gaussian processes
• Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
• Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
• On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
• Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
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• Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience
• On convergence of the uniform norms for Gaussian processes and linear approximation problems
• Limit laws on extremes of nonhomogeneous Gaussian random fields

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