Asymptotic behaviour of Gaussian processes with integral representation.

DOI10.1016/S0304-4149(00)00023-5zbMath1045.60034MaRDI QIDQ1877537

Olivier Garet

Publication date: 7 September 2004

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

zbMATH Keywords

oscillationsspectral densityGaussian fieldslimit values

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (1)

Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion

Cites Work

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• A Law of Iterated Logarithm for Stationary Gaussian Processes
• Maxima of stationary Gaussian processes
• Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes
• Limit Theorems for the Maximum Term in Stationary Sequences

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