Limit laws on extremes of nonhomogeneous Gaussian random fields

DOI10.1017/jpr.2017.36zbMath1400.60046arXiv1501.04422OpenAlexW2964026029MaRDI QIDQ4684892

Zhongquan Tan

Publication date: 26 September 2018

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

Full work available at URL: https://arxiv.org/abs/1501.04422

zbMATH Keywords

fractional Brownian motionextremesGumbel limit lawShepp statisticnonhomogeneous Gaussian random field

Mathematics Subject Classification ID

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

Related Items (2)

Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics

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