Pages that link to "Item:Q1071379"
From MaRDI portal
The following pages link to Extreme sojourns of a Gaussian process with a point of maximum variance (Q1071379):
Displaying 13 items.
- The maximum of a Gaussian process with nonconstant variance (Q1065456) (← links)
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185) (← links)
- On the uniqueness of maximizers of Markov-Gaussian processes (Q1805961) (← links)
- Extrema of a Gaussian random field: Berman's sojourn time method (Q2161517) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- On the maximum of a Gaussian process with unique maximum point of its variance (Q2671960) (← links)
- Sojourns above a high level for a gaussian process with a point of maximum variance (Q3700529) (← links)
- Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions (Q3784924) (← links)
- A sojourn limit theorem for gaussian processes with increasing variance (Q5185787) (← links)
- Extreme values of the cyclostationary Gaussian random process (Q5285998) (← links)
- Large deviations for high minima of Gaussian processes with nonnegatively correlated increments (Q6152259) (← links)
- Sojourn times of Gaussian processes with random parameters (Q6592130) (← links)
