Probability distributions of extremes of self-similar Gaussian random fields

DOI10.7153/jca-05-03zbMath1412.60027arXiv1407.0134OpenAlexW2963445517MaRDI QIDQ3120730

Vitalii Makogin, Yuriy Vasil'ovich Kozachenko

Publication date: 5 March 2019

Published in: Journal of Classical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.0134

zbMATH Keywords

fractional Brownian sheetself-similar random fieldfinite dimensional distributionsdistribution of extremes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

Cites Work

• Anisotropic analysis of some Gaussian models
• Fractional Brownian sheet
• Extremes of a certain class of Gaussian processes
• Fractal Analysis of Surface Roughness by Using Spatial Data
• On drift parameter estimation in models with fractional Brownian motion
• Self-Similarity and Lamperti Transformation for Random Fields
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