Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes

DOI10.1016/j.spl.2020.108954zbMath1466.60073arXiv1907.07618OpenAlexW3090351797MaRDI QIDQ826700

Gerardo Barrera

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07618

zbMATH Keywords

extreme value distributionscutoff phenomenonstable distributiontotal variation distance

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

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