Large extremes of Gaussian chaos processes
From MaRDI portal
Publication:2631195
DOI10.1134/S1064562416020058zbMath1343.60065OpenAlexW2345045698MaRDI QIDQ2631195
Publication date: 29 July 2016
Published in: Doklady Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1064562416020058
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)
Related Items (1)
Cites Work
- Unnamed Item
- On extremal behavior of Gaussian chaos
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- Asymptotic methods in probability and statistics with applications. Papers from the international conference, St. Petersburg, Russia, June 24--28, 1998
- On the asymptotic Laplace method and its application to random chaos
- High excursions for nonstationary generalized chi-square processes
- On probability of high extremes for product of two independent Gaussian stationary processes
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval
- Extreme values and crossings for theX2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications
- Limit Theorem for High Levela-Upcrossings by $\chi$-Process
This page was built for publication: Large extremes of Gaussian chaos processes