High level exceeding probability of a Gaussian process with constant variance and variable smoothness

DOI10.3103/S0027132224700220MaRDI QIDQ6632314

V. I. Piterbarg, F. E. Koluzanov

Publication date: 4 November 2024

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Title not available (Why is that?)
• Extreme values and high boundary crossings of locally stationary Gaussian processes
• Extremes of locally stationary Gaussian and chi fields on manifolds
• On maximum of Gaussian random field having unique maximum point of its variance
• Some Properties of Generalized Pickands Constants
• Upcrossing Probabilities for Stationary Gaussian Processes

This page was built for publication: High level exceeding probability of a Gaussian process with constant variance and variable smoothness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6632314)