Compound Poisson approximation of the number of exceedances in Gaussian sequences

DOI10.1023/A:1009929800688zbMath0929.60016MaRDI QIDQ1294767

Mikael Raab

Publication date: 10 August 1999

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

extreme valuescompound Poisson approximationStein-Chen methodGaussian sequences\(m\)-dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (5)

Remarks on compound Poisson approximation of Gaussian random sequences ⋮ On multivariate Gaussian tails ⋮ On asymptotics of multivariate integrals with applications to records ⋮ On exceedances of high levels ⋮ Asymptotics and bounds for multivariate Gaussian tails

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