Behaviour of χ2 processes at extrema

DOI10.2307/1427141zbMath0575.60037OpenAlexW2318418938MaRDI QIDQ3696125

Michael Aronowich, Robert J. Adler

Publication date: 1985

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427141

zbMATH Keywords

extrema of stochastic processesstationarity and differentiability assumptions

Mathematics Subject Classification ID

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

Related Items (8)

On the relationship between ultrasonic and micromechanical properties of contacting rough surfaces ⋮ Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes ⋮ Almost sure central limit theorems for the maxima of Gaussian functions ⋮ Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space ⋮ On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space ⋮ On maxima of chi-processes over threshold dependent grids ⋮ Piterbarg theorems for chi-processes with trend ⋮ Limit laws for the maxima of stationary chi-processes under random index

This page was built for publication: Behaviour of χ² processes at extrema