Extremes of Gaussian processes with maximal variance near the boundary points
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Publication:5926522
DOI10.1023/A:1010029228490zbMath0969.60058OpenAlexW93904883MaRDI QIDQ5926522
Enkelejd Hashorva, Juerg Hüsler
Publication date: 23 September 2001
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1010029228490
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)
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