On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation

zbMath1226.60082MaRDI QIDQ638352

Anna Ladneva, Juerg Hüsler, Vladimir I. Piterbarg

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle1426.html

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

Extremes ofγ-reflected Gaussian processes with stationary increments ⋮ On shape of high massive excursions of trajectories of Gaussian homogeneous fields ⋮ Double extreme on joint sets for Gaussian random fields ⋮ Massive Excursions of Gaussian Isotropic Fields. Method of Moments ⋮ On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. II ⋮ Extremes of stationary random fields on a lattice

This page was built for publication: On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation