Extremes of Lp-norm of vector-valued Gaussian processes with trend

DOI10.1080/17442508.2018.1499101zbMath1498.60140arXiv1706.08360OpenAlexW2964159527MaRDI QIDQ5086460

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08360

zbMATH Keywords

fractional Brownian motion \(L^p\)-norm tail asymptotics Pickands constant Piterbarg constant vector-valued Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Extremes of Gaussian chaos processes with trend

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