Maxima of stationary Gaussian processes

Cites Work

Cited In (41)

Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
Computer experiments for the analysis of extreme-value phenomena
Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
Asymptotic behavior of the convex hull of a stationary Gaussian process
Extremes of vector-valued Gaussian processes
Upcrossing Probabilities for Stationary Gaussian Processes
Extreme value distribution for normalized sums from stationary Gaussian sequences
On the asymptotic behaviour of stationary Gaussian processes
Asymptotic properties of nonparametric curve estimates
Kernel approximations of a Wiener process
A class of limiting distributions of high level excursions of Gaussian processes
Maxima and High Level Excursions of Stationary Gaussian Processes
Extremes and First Passage Times of Correlated Fractional Brownian Motions
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Limit distributions for the maxima of stationary Gaussian processes
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Sur les instants de grande amplitude des trajectoires de processus gaussiens stationnaires
Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments
Growth rate of Gaussian processes with stationary increments
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Asymptotic behaviour of Gaussian random fields
An asymptotic property of Gaussian stationary processes
An iterated logarithm law for the maximum in a stationary gaussian sequence
Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
Extrema of a Gaussian random field: Berman's sojourn time method
Exceptional times and invariance for dynamical random walks
The supremum of Gaussian processes with a constant variance
Extremes of weighted Brownian bridges in increasing dimension
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
Empirical Bayes rules and Gaussian processes
An Asymptotic Property of Gaussian Processes. I
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
Limits for partial maxima of Gaussian random vectors
Title not available (Why is that?)
Extremes of threshold-dependent Gaussian processes
Long-time Hurst regularity of fractional stochastic differential equations and their ergodic means
Almost sure limiting behaviour of first crossing points of Gaussian sequences
On dynamical Gaussian random walks
Extremes of nonstationary Gaussian fluid queues
Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)

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