Extremes of Gaussian processes with a smooth random trend

DOI10.2298/FIL1708267PzbMath1488.60087MaRDI QIDQ5156288

Goran Popivoda, Siniša Stamatović, Vladimir I. Piterbarg

Publication date: 15 October 2021

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

Gaussian processstationary random processconditionally Gaussian processrandom expectation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15)

Related Items

Extremes of Gaussian processes with smooth random expectation and smooth random variance, On the tail asymptotics of supremum of stationary χ-processes with random trend, Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend, On probability of high extremes of Gaussian fields with a smooth random trend

Cites Work

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