On the location of the maximum of a process: Lévy, Gaussian and random field cases

DOI10.1080/17442508.2018.1499103MaRDI QIDQ5086464zbMATH OpenOpenAlexFDO

Authors Sergio I. López, Leandro P. R. Pimentel

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2018.1499103

zbMATH Keywords

Gaussian processesBrownian motionLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10) Brownian motion (60J65) Sample path properties (60G17)

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Cites work

• Brownian analogues of Burke's theorem.
• Concentration results for a Brownian directed percolation problem.
• Cube root asymptotics
• Fluctuations of Lévy processes with applications. Introductory lectures
• Gaussian bridges
• Gaussian processes for machine learning.
• On a Characterization of Certain Families of Measures
• On the Absolute Continuity of Distributions of Functionals of Random Processes
• On the arg max of a Gaussian process
• On the law of the supremum of Lévy processes
• On the location of the maximum of a continuous stochastic process

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(5)

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