On probability of high extremes of Gaussian fields with a smooth random trend

DOI10.1016/j.spl.2018.11.025zbMath1415.60036OpenAlexW2902827329MaRDI QIDQ1726887

Goran Popivoda, Siniša Stamatović

Publication date: 20 February 2019

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

Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.025

zbMATH Keywords

\(((E\alpha), D_{\mathbf{t}})\)-stationary Gaussian fieldsrandom trend

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items

On the tail asymptotics of supremum of stationary χ-processes with random trend

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes of aggregated Dirichlet risks
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Asymptotics of random contractions
• Extremes of locally stationary chi-square processes with trend
• Stochastic geometry. Lectures given at the C.I.M.E. summer school held in Martina Franca, Italy, September 13--18, 2004. With additional contributions by D. Hug, V. Capasso, E. Villa.
• Extremes of a certain class of Gaussian processes
• Piterbarg theorems for chi-processes with trend
• Level Sets and Extrema of Random Processes and Fields
• Extremes of Gaussian processes with a smooth random trend
• Extremes of Chi-square Processes with Trend