On shape of high massive excursions of trajectories of Gaussian homogeneous fields

DOI10.1007/S10687-016-0281-1zbMath1387.60065OpenAlexW2561432352MaRDI QIDQ1692085

Vladimir I. Piterbarg, Juerg Hüsler

Publication date: 26 January 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0281-1

zbMATH Keywords

extremesGausssian fieldsmassive excursionsshape of excursions

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Foundations of stochastic processes (60G05)

Related Items (5)

Approximation of sojourn times of Gaussian processes ⋮ Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ On Berman functions ⋮ Extremes on different grids and continuous time of stationary processes ⋮ Massive Excursions of Gaussian Isotropic Fields. Method of Moments

Cites Work

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• On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
• Extremes and related properties of random sequences and processes
• On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II
• The Local Structure of a Homogeneous Gaussian Random Field in a Neighborhood of High Level Points
• On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions
• Some Properties of a Normal Process Near a Local Maximum
• Probability distributions of surface gravity waves during spectral changes

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