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

DOI10.3103/S0027132223060050zbMATH Open1539.60041MaRDI QIDQ6545376FDOQ6545376

Authors: V. I. Piterbarg 

Publication date: 29 May 2024

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

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• scientific article; zbMATH DE number 4104089

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)

Cites Work

• Title not available (Why is that?)
• Limit distributions for the maxima of stationary Gaussian processes
• Twenty lectures about Gaussian processes
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• Title not available (Why is that?)
• Limit theorems for sums of random exponentials
• Limit theorems for the alloy-type random energy model

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