Extremes of Gaussian processes, on results of Piterbarg and Seleznjev

DOI10.1016/S0167-7152(99)00016-4zbMath0944.60044MaRDI QIDQ1962202

Juerg Hüsler

Publication date: 9 April 2000

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

zbMATH Keywords

extreme valuesGaussian processesmaximaPoisson point processexceedancesBerman's condition

Mathematics Subject Classification ID

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

Related Items (9)

Confidence bands in density estimation ⋮ A Smirnov-Bickel-Rosenblatt theorem for compactly-supported wavelets ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ Asymptotics of Maxima of Strongly Dependent Gaussian Processes ⋮ On sampling of stationary increment processes ⋮ Limit laws on extremes of nonhomogeneous Gaussian random fields ⋮ Adaptive Confidence Bands for Nonparametric Regression Functions ⋮ On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields ⋮ Asymptotic Location of Largest Values of a Stationary Random Field

Cites Work

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• Extreme values and high boundary crossings of locally stationary Gaussian processes
• Extremes and related properties of random sequences and processes
• A note on extreme values of locally stationary Gaussian processes
• Asymptotic approximation of crossing probabilities of random sequences
• Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments

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