A class of limiting distributions of high level excursions of Gaussian processes

DOI10.1007/BF00532469zbMath0213.20203OpenAlexW2055255645MaRDI QIDQ5615147

Simeon M. Berman

Publication date: 1972

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532469

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (3)

Maxima and High Level Excursions of Stationary Gaussian Processes ⋮ Extremes of the standardized Gaussian noise ⋮ Time-revealed convergence properties of normalized maxima in stationary Gaussian processes

Cites Work

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• Excursions above high levels for stationary Gaussian processes
• Large Excursions of Gaussian Processes
• First Passage Time for a Particular Gaussian Process
• On Limit Theorems for Gaussian Processes
• The Expected Number of Zeros of a Stationary Gaussian Process
• Maxima of stationary Gaussian processes

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