Extremes of Gaussian fields with a smooth random variance

DOI10.1016/j.spl.2015.12.022zbMath1336.60102OpenAlexW2218568713MaRDI QIDQ273728

Goran Popivoda, Siniša Stamatović

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.022

zbMATH Keywords

extremeshomogeneous Gaussian random fieldsrandom variance

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (2)

Extremes of Gaussian random fields with regularly varying dependence structure ⋮ The joint distribution of running maximum of a Slepian process

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