Weak convergence of high level crossings and maxima for one or more Gaussian processes

DOI10.1214/aop/1176996222zbMath0328.60021OpenAlexW2069677045MaRDI QIDQ1226806

Georg Lindgren, Holger Rootzén, Jacques de Maré

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1214/aop/1176996222

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sample path properties (60G17)

Related Items (5)

A note on extreme values of locally stationary Gaussian processes ⋮ Semicontinuous processes in multi-dimensional extreme value theory ⋮ Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Extremes of space-time Gaussian processes

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