Extremes of Gaussian process and the constant \(H_\alpha\)

DOI10.1023/A:1009968210349zbMath0944.60040MaRDI QIDQ1979091

Juerg Hüsler

Publication date: 24 May 2000

Published in: Extremes (Search for Journal in Brave)

zbMATH Keywords

tail behaviorstationary Gaussian processup-crossing probability

Mathematics Subject Classification ID

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

Related Items (9)

Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ The harmonic mean formula for random processes ⋮ On generalised Piterbarg constants ⋮ On maxima of chi-processes over threshold dependent grids ⋮ Remarks on Pickands theorem ⋮ On Extremal Index of max-stable stationary processes ⋮ Extremes of stationary random fields on a lattice ⋮ Limit laws for the maxima of stationary chi-processes under random index

This page was built for publication: Extremes of Gaussian process and the constant \(H_\alpha\)