Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Sojourns and extremes of stationary processes - MaRDI portal

Sojourns and extremes of stationary processes

From MaRDI portal
Publication:1171328

DOI10.1214/aop/1176993912zbMath0498.60035OpenAlexW2062786311MaRDI QIDQ1171328

Simeon M. Berman

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993912




Related Items (52)

Extremes and upcrossing intensities for \(P\)-differentiable stationary processes.Extremes of a class of nonhomogeneous Gaussian random fieldsThe supremum of a process with stationary independent and symmetric incrementsHigh excursions for nonstationary generalized chi-square processesLimit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processesExtrema of a Gaussian random field: Berman's sojourn time methodOn the tail asymptotics of supremum of stationary χ-processes with random trendExtremes of Lp-norm of vector-valued Gaussian processes with trendApproximation of sojourn times of Gaussian processesExtreme value theory for stochastic processesThe harmonic mean formula for random processesExtremes and limit theorems for difference of chi-type processesConditional limit results for type I polar distributionsExtremes of vector-valued Gaussian processesOn Berman functionsEstimation of conditional laws given an extreme componentOn generalised Piterbarg constantsUnnamed ItemSojourn times of Gaussian processes with trendLimit theorems for strongly mixing stationary random measuresOn the probability of conjunctions of stationary Gaussian processesOn the cumulative Parisian ruin of multi-dimensional Brownian motion risk modelsExtremes of conditioned elliptical random vectorsConditional limiting distribution of beta-independent random vectorsSpectral conditions for sojourn and extreme value limit theorems for Gaussian processesTail asymptotic results for elliptical distributionsExtremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert spaceOn the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert spaceOn sampling of stationary increment processesAsymptotics of the norm of elliptical random vectorsMaxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indicesOn Extremal Index of max-stable stationary processesOn the residual dependence index of elliptical distributionsExtremes of weighted Dirichlet arraysCox limit theorem for large excursions of a norm of a Gaussian vector processAsymptotic properties of type I elliptical random vectorsAsymptotic behaviour of multivariate default probabilities and default correlations under stressAsymptotics for Kotz type III elliptical distributionsA note on Rosenblatt distributionsOn the strong Kotz approximation of Dirichlet random vectorsMaxima of moving sums in a Poisson random fieldUniform tail approximation of homogenous functionals of Gaussian fieldsComparison Inequalities for Order Statistics of Gaussian ArraysSojourns and extremes of Fourier sums and series with random coefficientsHigh level sojourns of a diffusion process on a long intervalOn the excursion random measure of stationary processesOn extremal theory for self-similar processesLimiting distribution of sums of nonnegative stationary random variablesExtremes of diffusions over fixed intervalsPiterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different gridsExtremes of order statistics of stationary processesExtreme sojourns of a Gaussian process with a point of maximum variance




This page was built for publication: Sojourns and extremes of stationary processes