Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes

DOI10.1016/0304-4149(84)90006-1zbMath0535.60032OpenAlexW2071589079MaRDI QIDQ791227

Georg Lindgren

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90006-1

zbMATH Keywords

reliabilityquadratic formsmaximaextremal theorychi-squared processessafety of structures

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (6)

Asymptotic crossing rates for stationary Gaussian vector processes ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space ⋮ Real-time estimation error-guided active learning kriging method for time-dependent reliability analysis ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ On maxima of chi-processes over threshold dependent grids

Cites Work

• Extremes and related properties of random sequences and processes
• Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants
• Model processes in nonlinear prediction with application to detection and alarm
• Extreme values and crossings for theX²-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
• Unnamed Item
• Unnamed Item

This page was built for publication: Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes