Upper Bounds for the Asymptotic Maxima of Continuous Gaussian Processes

DOI10.1214/aoms/1177692633zbMath0241.60032OpenAlexW1989279935MaRDI QIDQ5651970

Michael B. Marcus

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692633

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

Related Items

Asymptotic behaviour of Gaussian processes with integral representation., Melnikov processes and chaos in randomly perturbed dynamical systems, Unilateral estimate for the supremum distribution of certain processes, On the asymptotic behaviour of stationary Gaussian processes, Gaussian lacunary series and the modulus of continuity for Gaussian processes, Gaussian Volterra processes: Asymptotic growth and statistical estimation, Unnamed Item, Generalized Pickands constants and stationary max-stable processes, Diffusivity bounds for 1D Brownian polymers, Time-revealed convergence properties of normalized maxima in stationary Gaussian processes, On Extremal Index of max-stable stationary processes, Régularité de processus gaussiens, Stationary max-stable fields associated to negative definite functions