Asymptotic expansions for the probabilities of large runs of nonstationary Gaussian processes

DOI10.1007/BF01139955MaRDI QIDQ802200zbMATH OpenOpenAlexFDO

Authors I. Eh. Simonova, V. I. Piterbarg

Publication date 1984

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01139955

zbMATH Keywords

asymptotic expansions

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

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(4)

• Asymptotic expansions for functions of the increments of certain Gaussian processes
• On approximating the probability of a large excursion of a nonstationary Gaussian process
• Probability of a large excursion of a nonstationary Gaussian process. I
• Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

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