On the rate of convergence for extremes of mean square differentiable stationary normal processes

DOI10.2307/3215006zbMATH Open0903.60043OpenAlexW1992051317MaRDI QIDQ4376512FDOQ4376512

Authors: Marie Kratz, Holger Rootzén 

Publication date: 5 January 1999

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

Full work available at URL: https://doi.org/10.2307/3215006

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Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

Cited In (7)

• On excursion sets, tube formulas and maxima of random fields.
• Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
• An almost sure limit theorem for the maxima of smooth stationary Gaussian processes
• Validity of the expected Euler characteristic heuristic
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• On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
• Bayesian uncertainty management in temporal dependence of extremes

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