Pickands' constant \(H_{\alpha}\) does not equal \(1/\Gamma(1/\alpha)\), for small \(\alpha\)

DOI10.3150/15-BEJ757zbMath1359.60051arXiv1404.5505MaRDI QIDQ502892

Adam J. Harper

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5505

zbMATH Keywords

stationary Gaussian processesPickands' constantssuprema of processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Brownian motion (60J65)

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