Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes

DOI10.1214/AOMS/1177692633MaRDI QIDQ5651970zbMATHOpenAlexFDO

Authors Michael B. Marcus

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692633

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Cited in

(13)

• Generalized Pickands constants and stationary max-stable processes
• On the asymptotic behaviour of stationary Gaussian processes
• Stationary max-stable fields associated to negative definite functions
• On Extremal Index of max-stable stationary processes
• scientific article; zbMATH DE number 3690375 (Why is no real title available?)
• Diffusivity bounds for 1D Brownian polymers
• Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
• Régularité de processus gaussiens
• Melnikov processes and chaos in randomly perturbed dynamical systems
• Asymptotic behaviour of Gaussian processes with integral representation.
• Gaussian Volterra processes: Asymptotic growth and statistical estimation
• Unilateral estimate for the supremum distribution of certain processes
• Gaussian lacunary series and the modulus of continuity for Gaussian processes

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