Extrema of a Gaussian random field: Berman's sojourn time method
From MaRDI portal
Publication:2161517
DOI10.1007/s10473-022-0508-yOpenAlexW4287447326WikidataQ114227620 ScholiaQ114227620MaRDI QIDQ2161517
Publication date: 4 August 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-022-0508-y
Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Parisian ruin over a finite-time horizon
- Extremes of vector-valued Gaussian processes: exact asymptotics
- Sojourns of stationary processes in rare sets
- Extreme sojourns of diffusion processes
- Sojourns and extremes of stationary processes
- Sojourns and extremes of Gaussian processes
- Extremes of a certain class of Gaussian processes
- Extremes of Gaussian random fields with regularly varying dependence structure
- Generalized Pickands constants and stationary max-stable processes
- Large deviations of a storage process with fractional Brownian motion as input
- Approximation of sojourn times of Gaussian processes
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Piterbarg theorems for chi-processes with trend
- Extreme sojourns for random walks and birth-and-death processes
- Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions
- Sojourn Times in a Cone for a Class of vector Gaussian Processes
- Sojourns and extremes of a diffusion process on a fixed interval
- Extremes ofγ-reflected Gaussian processes with stationary increments
- A sojourn limit theorem for gaussian processes with increasing variance
- Sojourns of vector Gaussian processes inside and outside spheres
- Uniform tail approximation of homogenous functionals of Gaussian fields
- Extremes of Homogeneous Gaussian Random Fields
- Random Fields and Geometry
- Maxima of stationary Gaussian processes
- Upcrossing Probabilities for Stationary Gaussian Processes
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
This page was built for publication: Extrema of a Gaussian random field: Berman's sojourn time method