On the maxima of suprema of dependent Gaussian models
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Publication:6067388
DOI10.1007/s11134-023-09880-0arXiv2211.04156OpenAlexW4381189623MaRDI QIDQ6067388
Publication date: 14 December 2023
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.04156
fractional Brownian motionGaussian processesself-similaritytriangular arraysextreme valuePickands constantPiterbarg constant
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
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