Asymptotic behavior of the convex hull of a stationary Gaussian process

DOI10.1007/s10986-012-9179-zzbMath1260.60052OpenAlexW2050041791MaRDI QIDQ1936263

Clément Dombry, Youri Davydov

Publication date: 21 February 2013

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-012-9179-z

zbMATH Keywords

Gaussian processesconvex hulllimit theoremstationary processeslimit shape

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (1)

On the asymptotic form of convex hulls of Gaussian random fields

Cites Work

• On convex hull of Gaussian samples
• Extremes and related properties of random sequences and processes
• Régularité de processus gaussiens
• Maxima of stationary Gaussian processes
• Continuity of Gaussian Processes

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