The maximum of a Gaussian process with nonconstant variance

zbMath0577.60036MaRDI QIDQ1065456

Simeon M. Berman

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_4_383_0

zbMATH Keywords

sample continuitymaximumFernique's condition

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items (8)

The supremum of a process with stationary independent and symmetric increments ⋮ A note on extreme values of locally stationary Gaussian processes ⋮ Upper classes for the increments of fractional Wiener processes ⋮ Approximation of sojourn times of Gaussian processes ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ Unnamed Item ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ A conditional limit law result on the location of the maximum of Brownian motion

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