On Probability of High Extremes for Product of Two Gaussian Stationary Processes

DOI10.1137/S0040585X97T987818zbMath1370.60063MaRDI QIDQ2821773

A. I. Zhdanov

Publication date: 23 September 2016

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

zbMATH Keywords

Gaussian processesdouble sum methodGaussian chaoshigh extreme probabilities

Mathematics Subject Classification ID

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

Related Items (1)

High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach

Cites Work

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• On extremal behavior of Gaussian chaos
• High excursions for nonstationary generalized chi-square processes
• On probability of high extremes for product of two independent Gaussian stationary processes
• Limit Theorem for High Levela-Upcrossings by $\chi$-Process

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