scientific article; zbMATH DE number 1850764
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Publication:4787910
zbMath1013.60030MaRDI QIDQ4787910
Zbigniew Michna, Krzysztof Burnecki
Publication date: 8 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)
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Pickands-Piterbarg constants for self-similar Gaussian processes ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ Open problems in Gaussian fluid queueing theory ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ On generalised Piterbarg constants ⋮ Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function ⋮ On extreme value theory for group stationary Gaussian processes ⋮ Maxima of stochastic processes driven by fractional Brownian motion ⋮ Remarks on Pickands theorem ⋮ On Extremal Index of max-stable stationary processes ⋮ A note on upper estimates for Pickands constants ⋮ Extremes of nonstationary Gaussian fluid queues
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