Probability tails of Gaussian extrema
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Publication:805058
DOI10.1016/0304-4149(91)90072-KzbMATH Open0728.60038OpenAlexW2070990830MaRDI QIDQ805058FDOQ805058
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- Distribution estimates for functionals of the two-parameter Wiener process
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- Sample functions of the Gaussian process
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- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
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Cited in
(23)- Generalized Pickands constants and stationary max-stable processes
- Random conformal weldings
- Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
- On extreme value theory for group stationary Gaussian processes
- Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes
- Tail behaviour of Gaussian processes with applications to the Brownian pillow.
- Microstructure models for extreme material responses
- Gaussian-type upper bound for the evolution kernels on nilpotent meta-abelian groups
- Extremes of totally skewed \(\alpha \)-stable processes
- Sojourn times of Gaussian processes with trend
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- Extremal behavior of hitting a cone by correlated Brownian motion with drift
- Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments
- Minima of \(H\)-valued Gaussian processes
- Extremes of Gaussian chaos processes with trend
- Exceptional times and invariance for dynamical random walks
- On excursion sets, tube formulas and maxima of random fields.
- Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
- Extremes of Gaussian random fields with regularly varying dependence structure
- Four finite dimensional (FD) surrogates for continuous random processes
- Accessing the power of tests based on set-indexed partial sums of multivariate regression residuals
- On covariance functions with slowly or regularly varying modulo of continuity
- Harmonizable nonstationary processes
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