Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
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Publication:2512856
DOI10.1016/j.spa.2014.09.006zbMath1322.60072arXiv1311.3409OpenAlexW2016280306MaRDI QIDQ2512856
Sebastian Engelke, Enkelejd Hashorva, Bikramjit Das
Publication date: 30 January 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.3409
extreme value theoryBrown-Resnick processBrownian motionsfunctional convergencesquared Bessel processes
Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)
Related Items (5)
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Max-stable processes and stationary systems of Lévy particles ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
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