On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II

DOI10.1137/S0040585X97T98782XzbMath1370.60065OpenAlexW4238858846MaRDI QIDQ2821772

E. V. Kremena, Vladimir I. Piterbarg, Juerg Hüsler

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t98782x

zbMATH Keywords

Gaussian processtrajectorymassive excursionshigh excursion probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (3)

On shape of high massive excursions of trajectories of Gaussian homogeneous fields ⋮ Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region ⋮ Massive Excursions of Gaussian Isotropic Fields. Method of Moments

Cites Work

• Unnamed Item
• On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
• On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions
• Markov Processes, Gaussian Processes, and Local Times
• Upcrossing Probabilities for Stationary Gaussian Processes
• An Asymptotic Property of Gaussian Processes. I

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