Extremes of Gaussian random fields with regularly varying dependence structure

DOI10.1007/s10687-016-0276-yzbMath1373.60069arXiv1605.08946OpenAlexW2964168210MaRDI QIDQ1675707

Enkelejd Hashorva, Krzysztof Dȩbicki, Peng Liu

Publication date: 2 November 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08946

zbMATH Keywords

fractional Brownian motionregular variationuniform approximationextremesGaussian random fieldsnon-stationary Gaussian processes

Mathematics Subject Classification ID

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

Related Items (12)

Extrema of a Gaussian random field: Berman's sojourn time method ⋮ Approximation of maximum of Gaussian random fields ⋮ Approximation of Kolmogorov–Smirnov test statistic ⋮ Approximation of sojourn times of Gaussian processes ⋮ Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ Estimation of change-point models ⋮ On the maximum of a Gaussian process with unique maximum point of its variance ⋮ On the maxima of suprema of dependent Gaussian models ⋮ Unnamed Item ⋮ Sojourn times of Gaussian processes with trend ⋮ Uniform tail approximation of homogenous functionals of Gaussian fields ⋮ On maximum of Gaussian random field having unique maximum point of its variance

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