High excursion probabilities for Gaussian fields on smooth manifolds

DOI10.1137/S0040585X97T991921zbMATH Open1543.60048MaRDI QIDQ6589451FDOQ6589451

Authors: V. I. Piterbarg 

Publication date: 19 August 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)

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zbMATH Keywords

Gaussian fielddouble sum methodlarge excursionGaussian vector processPickands methodnonstationary random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Title not available (Why is that?)
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• Twenty lectures about Gaussian processes
• High excursions for nonstationary generalized chi-square processes
• Extreme values and high boundary crossings of locally stationary Gaussian processes
• Small tails for the supremum of a Gaussian process
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• On the maximum of a Gaussian process with unique maximum point of its variance
• Mathematical analysis II. Translated from the 4th and 6th Russian editions by Roger Cooke and Octavio T. Paniagua
• Correction to: ``On maximum of Gaussian random fields having unique maximum point of its variance
• High excursions of Bessel and related random processes
• On maximum of Gaussian random field having unique maximum point of its variance

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