Pages that link to "Item:Q990912"
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The following pages link to Cox limit theorem for large excursions of a norm of a Gaussian vector process (Q990912):
Displaying 8 items.
- Reduction principle for functionals of vector random fields (Q2195948) (← links)
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models (Q2322570) (← links)
- Limit laws for the maxima of stationary chi-processes under random index (Q2342869) (← links)
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
- Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval (Q2393662) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes (Q2859293) (← links)
- Asymptotics of Maxima of Strongly Dependent Gaussian Processes (Q4903045) (← links)