Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence

DOI10.3103/S0027132223060050MaRDI QIDQ6545376zbMATH OpenFDO

Authors V. I. Piterbarg

Publication date 29 May 2024

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

large excursionsPoisson limit theoremconvergence in variationGaussian sequence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cites work

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• Limit distributions for the maxima of stationary Gaussian processes
• Limit theorems for sums of random exponentials
• Limit theorems for the alloy-type random energy model
• Twenty lectures about Gaussian processes

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