Stationary systems of Gaussian processes

DOI10.1214/10-AAP686zbMath1230.60054arXiv0903.2738OpenAlexW3103121268MaRDI QIDQ614126

Zakhar Kabluchko

Publication date: 27 December 2010

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2738

zbMATH Keywords

fractional Brownian motionGaussian processstationarityPoisson point processstationary incrementscountable systemindependent processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

On the continuity of Pickands constants ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Invariance properties of random vectors and stochastic processes based on the zonoid concept ⋮ Stationarity of multivariate particle systems ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Uniform tail approximation of homogenous functionals of Gaussian fields ⋮ A characterization of the normal distribution using stationary max-stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stationary max-stable fields associated to negative definite functions
• Competing particle systems evolving by I.I.D. Increments
• Systems of independent Markov chains
• Mathematical methods for hydrodynamic limits
• Large deviations for the occupation time functional of a Poisson system of independent Brownian particles
• On the structure of quasi-stationary competing particle systems
• Characterization of invariant measures at the leading edge for competing particle systems
• Large deviations for Poisson systems of independent random walks
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
• Random invariant measures for Markov chains, and independent particle systems
• Extreme values of independent stochastic processes
• Minima of Independent Bessel Processes and of Distances Between Brownian Particles
• Upcrossing Probabilities for Stationary Gaussian Processes
• A Properity of Poisson Processes and its Applications to Macroscopic Equilibrium of Particle Systems
• Some Contributions to the Theory of Denumerable Markov Chains

This page was built for publication: Stationary systems of Gaussian processes