scientific article; zbMATH DE number 879747

zbMath0846.60042MaRDI QIDQ4878807

Vladimir I. Piterbarg

Publication date: 8 September 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stationary processuniform metricinfinite-dimensional Ornstein-Uhlenbeck processasymptotics for large deviations

Mathematics Subject Classification ID

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

Related Items (9)

High extrema of Gaussian chaos processes ⋮ On the tail asymptotics of supremum of stationary χ-processes with random trend ⋮ High excursions of a quadratic form for a Gaussian stationary vector process ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Extreme value theory for stochastic integrals of Legendre polynomials ⋮ High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach ⋮ On Probability of High Extremes for Product of Two Gaussian Stationary Processes ⋮ Asymptotic behaviour of a test statistic for detection of change in mean of vectors ⋮ Piterbarg theorems for chi-processes with trend

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