✦ LIBER ✦

Extremes of a Gaussian Process and the ConstantHα

✍ Scribed by Ju¨rg Hu¨sler

Book ID: 110284105
Publisher: Springer
Year: 2000
Tongue: English
Weight: 96 KB
Volume: 2
Category: Article
ISSN: 1386-1999
DOI: 10.1023/a:1009968210349

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The exact distribution of extremes of a

The exact distribution of extremes of a non-gaussian process

✍ L. Valadares Tavares 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 509 KB

Extremes of Gaussian processes with a sm

Extremes of Gaussian processes with a smooth random variance

✍ Jürg Hüsler; Vladimir Piterbarg; Ekaterina Rumyantseva 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 231 KB

A note on extreme values of locally stat

A note on extreme values of locally stationary Gaussian processes

✍ J. Hüsler 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 348 KB

Extremes of Gaussian processes, on resul

Extremes of Gaussian processes, on results of Piterbarg and Seleznjev

✍ J. Hüsler 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 95 KB

For a particular sequence of Gaussian processes we consider the maximum Mn(T ) up to time T and its limiting behaviour as T = T (n) and n converges to ∞. This sequence occurs in the approximation of the path of the continuous Gaussian process by broken lines. This limiting behaviour was analyzed by

Extreme sojourns of a Gaussian process w

Extreme sojourns of a Gaussian process with a point of maximum variance

✍ Simeon M. Berman 📂 Article 📅 1987 🏛 Springer 🌐 English ⚖ 422 KB

On the Probability of Simultaneous Extre

On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes

✍ Anshin, A. B. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 201 KB