Extremes of Chi-square Processes with Trend

zbMath1343.60064arXiv1407.6501MaRDI QIDQ5741254

Lanpeng Ji, Peng Liu

Publication date: 22 July 2016

Full work available at URL: https://arxiv.org/abs/1407.6501

zbMATH Keywords

first passage timetail asymptoticsGaussian random fieldextremesPickands constantPiterbarg constantchi-square processessafety regionFernique-type inequality

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (6)

On the tail asymptotics of supremum of stationary χ-processes with random trend ⋮ Extremes of L^p-norm of vector-valued Gaussian processes with trend ⋮ On probability of high extremes of Gaussian fields with a smooth random trend ⋮ Extremes of locally stationary Gaussian and chi fields on manifolds ⋮ Tail asymptotic behavior of the supremum of a class of chi-square processes ⋮ Extremes of locally stationary chi-square processes with trend

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