Maxima and High Level Excursions of Stationary Gaussian Processes

DOI10.2307/1995791zbMath0228.60014OpenAlexW4242766219MaRDI QIDQ5636103

Simeon M. Berman

Publication date: 1971

Full work available at URL: https://doi.org/10.2307/1995791

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items

A note on extreme values of locally stationary Gaussian processes, Extremes of weighted Brownian bridges in increasing dimension, Maximum and minimum of one-dimensional diffusions, On convergence of the uniform norms for Gaussian processes and linear approximation problems, Maxima of stochastic processes driven by fractional Brownian motion, Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes, Extremes of the standardized Gaussian noise, High level sojourns for strongly dependent Gaussian processes, Exponential inequalities for sums of random vectors, On convergence rates of suprema, Conditions for the convergence in distribution of maxima of stationary normal processes, Extreme value theory for continuous parameter stationary processes, On excursion sets, tube formulas and maxima of random fields.

Cites Work

• Excursions above high levels for stationary Gaussian processes
• Some Limit Theorems for Random Functions. I
• Maxima of stationary Gaussian processes
• On a Limit Distribution of High Level Crossings of a Stationary Gaussian Process
• Occupation times of stationary gaussian processes
• A class of limiting distributions of high level excursions of Gaussian processes
• Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes
• A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
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