On the location of the maximum of a process: Lévy, Gaussian and random field cases
DOI10.1080/17442508.2018.1499103zbMATH Open1502.60051OpenAlexW2884070794MaRDI QIDQ5086464FDOQ5086464
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
Recommendations
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10) Brownian motion (60J65) Sample path properties (60G17)
Cites Work
- Gaussian processes for machine learning.
- Cube root asymptotics
- Brownian analogues of Burke's theorem.
- On the Absolute Continuity of Distributions of Functionals of Random Processes
- Fluctuations of Lévy processes with applications. Introductory lectures
- On the law of the supremum of Lévy processes
- Gaussian bridges
- On the location of the maximum of a continuous stochastic process
- Concentration results for a Brownian directed percolation problem.
- On the arg max of a Gaussian process
- On a Characterization of Certain Families of Measures
Cited In (5)
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