Asymptotic behaviour of high Gaussian minima

DOI10.1016/j.spa.2017.09.008zbMath1391.60068arXiv1605.03064OpenAlexW2963540142MaRDI QIDQ1635902

Arijit Chakrabarty, Gennady Samorodnitsky

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03064

zbMATH Keywords

minimaGaussian processprecise asymptoticshigh excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (4)

Length of stationary Gaussian excursions ⋮ Implicit extremes and implicit max-stable laws ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ High minima of non-smooth Gaussian processes

Cites Work

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• Random Fields and Geometry
• Tail behavior of sums and differences of log-normal random variables

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