On clusters of high extremes of Gaussian stationary processes with -separation

zbMATH Open1226.60082MaRDI QIDQ638352FDOQ638352

Authors: J. Hüsler, Anna Ladneva, V. I. Piterbarg 

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle1426.html

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Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cited In (8)

• On the shape of trajectories of Gaussian processes having large massive excursions. II
• Massive Excursions of Gaussian Isotropic Fields. Method of Moments
• Extremes of stationary random fields on a lattice
• Title not available (Why is that?)
• Double extreme on joint sets for Gaussian random fields
• On shape of high massive excursions of trajectories of Gaussian homogeneous fields
• On extremes of random clusters and marked renewal cluster processes
• Extremes ofγ-reflected Gaussian processes with stationary increments

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