Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional
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Publication:5465675
DOI10.1070/RM2005v060n01ABEH000817zbMath1075.60026OpenAlexW1985095917MaRDI QIDQ5465675
Biljana Stamatovic, Vladimir I. Piterbarg
Publication date: 12 August 2005
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm2005v060n01abeh000817
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)
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