Some Properties of Generalized Pickands Constants

DOI10.1137/S0040585X97981755MaRDI QIDQ5472379zbMATH OpenFDO

Authors Krzysztof Dȩbicki

Publication date 9 June 2006

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97981755

zbMATH Keywords

exact asymptoticsextremesfractional Brownian motionGaussian process

Mathematics Subject Classification ID

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

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Cited in

(15)

• Representations of \(\max\)-stable processes via exponential tilting
• Generalized Pickands constants and stationary max-stable processes
• On generalised Piterbarg constants
• Ruin probability for Gaussian integrated processes.
• Generalized Pickands constants
• On asymptotic constants in the theory of extremes for Gaussian processes
• Remarks on Pickands' theorem
• scientific article; zbMATH DE number 1850764 (Why is no real title available?)
• Pickands-Piterbarg constants for self-similar Gaussian processes
• On the continuity of Pickands constants
• Pickands' constant at first order in an expansion around Brownian motion
• On Berman functions
• High level exceeding probability of a Gaussian process with constant variance and variable smoothness
• On the speed of convergence of discrete Pickands constants to continuous ones
• A note on upper estimates for Pickands constants

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