scientific article; zbMATH DE number 3381615

zbMATH Open0241.60031MaRDI QIDQ5651969FDOQ5651969

Authors: V. I. Piterbarg 

Publication date: 1972

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cited In (26)

• Parisian ruin of self-similar Gaussian risk processes
• Extremes of L^p-norm of vector-valued Gaussian processes with trend
• Extremes of standard multifractional Brownian motion
• Extremes of vector-valued Gaussian processes
• Extremes of Gaussian chaos processes with trend
• Approximation of sojourn times of Gaussian processes
• On the probability of conjunctions of stationary Gaussian processes
• Extremes of a class of nonhomogeneous Gaussian random fields
• Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
• Asymptotics of maxima of strongly dependent Gaussian processes
• Uniform tail approximation of homogenous functionals of Gaussian fields
• Estimation of change-point models
• On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes
• Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
• Extremes of Homogeneous Gaussian Random Fields
• Extrema of a Gaussian random field: Berman's sojourn time method
• Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
• On maximum of Gaussian random field having unique maximum point of its variance
• Extremes of Gaussian random fields with regularly varying dependence structure
• Large deviations of Shepp statistics for fractional Brownian motion
• Extremes of threshold-dependent Gaussian processes
• Piterbarg theorems for chi-processes with trend
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
• Extremes of vector-valued Gaussian processes with trend
• On generalised Piterbarg constants
• On the maximum of a Gaussian process with unique maximum point of its variance

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