Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids

DOI10.1080/17442508.2019.1602133zbMath1490.60133arXiv1903.11740OpenAlexW2922669217MaRDI QIDQ5086478

Yingyin Lu, Zuo Xiang Peng

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.11740

zbMATH Keywords

uniform gridcontinuous timejoint limit distributionhomogeneous Gaussian random fieldmaximum and minimum

Mathematics Subject Classification ID

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

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