𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Extremes of multidimensional Gaussian processes

✍ Scribed by K. Dębicki; K.M. Kosiński; M. Mandjes; T. Rolski


Book ID
108266936
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
247 KB
Volume
120
Category
Article
ISSN
0304-4149

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Extremes of Gaussian processes, on resul
✍ 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