On covariance functions with slowly or regularly varying modulo of continuity

DOI10.1016/J.SPL.2018.03.005zbMath1391.60064OpenAlexW2792007034MaRDI QIDQ1642272

J. M. P. Albin

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.03.005

zbMATH Keywords

covariance functionregular variationslow variationextreme value theorymodulo of continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Continuity and related questions (modulus of continuity, semicontinuity, discontinuities, etc.) for real functions in one variable (26A15) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Probability tails of Gaussian extrema
• Extremes and related properties of random sequences and processes
• Sojourn Times in a Cone for a Class of vector Gaussian Processes
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• Asymptotic Properties of Gaussian Processes

This page was built for publication: On covariance functions with slowly or regularly varying modulo of continuity