On the probability of conjunctions of stationary Gaussian processes
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Publication:2453886
DOI10.1016/j.spl.2014.02.004zbMath1296.60088arXiv1312.7129OpenAlexW1986123175MaRDI QIDQ2453886
Lanpeng Ji, Kamil Tabiś, Krzysztof Dȩbicki, Enkelejd Hashorva
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.7129
conjunctionstationary Gaussian processesextremesgeneralized Pickands constantBerman sojourn limit theoremorder statistics processes
Related Items (13)
Almost sure central limit theorems for the maxima of Gaussian functions ⋮ Complete asymptotic expansions for normal extremes ⋮ The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences ⋮ Conjunction probability of smooth centered Gaussian processes ⋮ Unnamed Item ⋮ Extremes of vector-valued Gaussian processes: exact asymptotics ⋮ An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ Unnamed Item ⋮ Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays ⋮ Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids ⋮ Extremes of order statistics of stationary processes
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