Maxima of stationary Gaussian processes
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Publication:5540926
Cites work
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Cited in
(41)- Computer experiments for the analysis of extreme-value phenomena
- Exact uniform modulus of continuity and Chung's LIL for the generalized fractional Brownian motion
- Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
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- Extremes of threshold-dependent Gaussian processes
- Almost sure limiting behaviour of first crossing points of Gaussian sequences
- On dynamical Gaussian random walks
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- Extremes of nonstationary Gaussian fluid queues
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)
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