On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes

DOI10.1137/S0040585X97981809zbMath1138.60322MaRDI QIDQ3429688

A. B. Anshin

Publication date: 2 April 2007

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

zbMATH Keywords

extremumdouble sum methodGaussian nonstationary processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Double extreme on joint sets for Gaussian random fields ⋮ Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \)

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