The supremum of Gaussian processes with a constant variance

DOI10.1007/BF00367305zbMath0659.60060MaRDI QIDQ1112445

Michel J. G. Weber

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

pseudo-metricentropy functiondistribution of the large values of the supremum

Mathematics Subject Classification ID

Gaussian processes (60G15) Distribution theory (60E99)

Related Items (8)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes. ⋮ The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics ⋮ Exact results for a toy model exhibiting dynamic criticality ⋮ Tests of elliptical symmetry and the asymptotic tail behavior of the statistics ⋮ Radiance variation relative to the solar-inclination over a Gaussian model of relief ⋮ Upper-lower class tests and frequency results along subsequences ⋮ Minima of \(H\)-valued Gaussian processes ⋮ Extremes of totally skewed \(\alpha \)-stable processes

Cites Work

• Unnamed Item
• Sur la densité de la distribution du maximum d'un processus gaussien
• Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
• On the Continuity of Brownian Motion with a Multidimensional Parameter
• [https://portal.mardi4nfdi.de/wiki/Publication:4151459 Classes sup�rieures de processus gaussiens]
• Maxima of stationary Gaussian processes

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