Upcrossing Probabilities for Stationary Gaussian Processes

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scientific article; zbMATH DE number 3136275 (Why is no real title available?)
scientific article; zbMATH DE number 3155151 (Why is no real title available?)
scientific article; zbMATH DE number 3090543 (Why is no real title available?)
Limit Theorems for the Maximum Term in Stationary Sequences
Maxima of stationary Gaussian processes
On the intersection between the trajectories of a normal stationary stochastic process and a high level

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Limiting distribution of the continuity modulus for Gaussian processes with stationary increments
Stationary max-stable fields associated to negative definite functions
Extremes of space-time Gaussian processes
Gaussian stochastic processes
Extreme sojourns of a Gaussian process with a point of maximum variance
The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate
Large deviations for the maxima of some random fields
Asymptotic properties of Gaussian processes
Maximum and minimum of one-dimensional diffusions
Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space
On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes
Limit distributions for the maxima of stationary Gaussian processes
The limiting density of a nonlinear system
The behaviour of a non-differentiable stationary Gaussian process after a level crossing
Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence
On extremal theory for self-similar processes
On a new law of the iterated logarithm of Erdős and Révész
High excursions for nonstationary generalized chi-square processes
Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
On convergence of the uniform norms for Gaussian processes and linear approximation problems
On excursion sets, tube formulas and maxima of random fields.
Extremes of threshold-dependent Gaussian processes
Extremal behavior of hitting a cone by correlated Brownian motion with drift
Extremes of vector-valued Gaussian processes with trend
On covariance functions with slowly or regularly varying modulo of continuity
Extremes of Gaussian random fields with regularly varying dependence structure
Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
Generalized Pickands constants and stationary max-stable processes
An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process
Ruin probability for Gaussian integrated processes.
On sampling of stationary increment processes
Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function
Extremes of standard multifractional Brownian motion
Multiscale scanning in inverse problems
Extremes of locally stationary Gaussian and chi fields on manifolds
Simultaneous ruin probability for two-dimensional fractional Brownian motion risk process over discrete grid
Breaking a chain of interacting Brownian particles
Extrema of a Gaussian random field: Berman's sojourn time method
On generalized Berman constants
Extremes of Shepp statistics for the Wiener process
Approximation of supremum of max-stable stationary processes \& Pickands constants
Approximating Shepp's constants for the Slepian process
On maximum of Gaussian random field having unique maximum point of its variance
Piterbarg theorems for chi-processes with trend
Approximation of maximum of Gaussian random fields
On the probability of conjunctions of stationary Gaussian processes
On the ruin probability for physical fractional Brownian motion
Extremes of Gaussian processes over an infinite horizon
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
Extremes of Gaussian chaos processes with trend
Excursion probability of Gaussian random fields on sphere
Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
On the shape of a high excursion of a Gaussian stationary process
Estimation of change-point models
On the maximum of a Gaussian process with unique maximum point of its variance
Extremes of homogeneous two-parametric Gaussian fields at discretization of parameters
On the shape of trajectories of Gaussian processes having large massive excursions. II
Extremes of a class of nonhomogeneous Gaussian random fields
Asymptotics of Suprema of Weighted Gaussian Fields with Applications to Kernel Density Estimators
Parisian ruin over a finite-time horizon
Comparison inequalities for order statistics of Gaussian arrays
Exact asymptotics for the scan statistic and fast alternatives
Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances
Parisian ruin of self-similar Gaussian risk processes
Scan statistics of Lévy noises and marked empirical processes
Maxima of moving sums in a Poisson random field
Statistical decision for extremes
Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
Extreme value theory for continuous parameter stationary processes
Extremes of -reflected Gaussian processes with stationary increments
Remarks on Pickands' theorem
On extreme value theory for group stationary Gaussian processes
On the increments of the Wiener process
On the infimum attained by the reflected fractional Brownian motion
Extremes of vector-valued Gaussian processes: exact asymptotics
High extremes of Gaussian chaos processes: a discrete time approximation approach
Breaking a chain of interacting Brownian particles: a Gumbel limit theorem
On the continuity of Pickands constants
Extremes of L^p-norm of vector-valued Gaussian processes with trend
On the shape of high excursions of Gaussian stationary processes
Extremes of Gaussian processes with a smooth random trend
Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
A Law of Iterated Logarithm for Stationary Gaussian Processes
Asymptotic Properties of Gaussian Random Fields
Extremes of nonstationary Gaussian fluid queues
Uniform tail approximation of homogenous functionals of Gaussian fields
Extremes of homogeneous Gaussian random fields
Extremes of the standardized Gaussian noise
Extremes of the time-average of stationary Gaussian processes
Sequential detection of common transient signals in high dimensional data stream
Extremes of reflecting Gaussian processes on discrete grid
Stationary systems of Gaussian processes
Cumulative Parisian ruin probability for two-dimensional Brownian risk model
Sojourn times of Gaussian processes with random parameters
High level exceeding probability of a Gaussian process with constant variance and variable smoothness
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
Parisian ruin of Gaussian processes with random premium income
Fractional Brownian motion ruin model with random inspection time

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