On asymptotic constants in the theory of extremes for Gaussian processes

DOI10.3150/13-BEJ534zbMath1298.60043arXiv1206.5840MaRDI QIDQ396021

Mohammad Hasan, H. S. Yoon

Publication date: 8 August 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5840

zbMATH Keywords

Gaussian processesMonte Carlo simulationextremesPickands' constants

Mathematics Subject Classification ID

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

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