Extremes of multidimensional stationary Gaussian random fields

zbMath1410.60040arXiv1610.02888MaRDI QIDQ4581308

Natalia Soja-Kukieła

Publication date: 16 August 2018

Full work available at URL: https://arxiv.org/abs/1610.02888

zbMATH Keywords

asymptoticslimit theoremGaussian random fieldstrong dependencesupremumBerman condition

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

On extremal index of max-stable random fields

Cites Work

• Unnamed Item
• Exact asymptotics of supremum of a stationary Gaussian process over a random interval
• Extremes and related properties of random sequences and processes
• Exact tail asymptotics of the supremum of strongly dependent Gaussian processes over a random interval
• Extremes of Homogeneous Gaussian Random Fields
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process

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