Let {zeta((k))(m,k) (t), t >= 0}, k > 0 be random processes defined as the differences of two independent stationary chi-type processes with m and k degrees of freedom. In this paper we derive the asymptotics P{sup(t is an element of[0,T]) zeta((k))(m,k)(t) > u}, u -> infinity under some assumptions on the covariance structures of the underlying Gaussian processes. Further, we establish a Berman sojourn limit theorem and a Gumbel limit result
Let be independent copies of a stationary process . For given positive constants , define the set of...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
Let {X-i(t), t >= 0}, 1 <= i <= n be independent centered stationary Gaussian processes wit...
Let {zeta((k))(m,k) (t), t >= 0}, k > 0 be random processes defined as the differences of two ...
Let {chi(k)(t), t >= 0} be a stationary chi-process with k degrees of freedom being independent o...
This paper studies the supremum of chi-square processes with trend over a threshold-dependent-time h...
We consider a Gaussian stationary process with Pickands' conditions and evaluate an exact asymptotic...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
In this paper we show that the conditional distribution of perturbed chi-square risks can be approxi...
This paper considers extreme values attained by a centered, multidimensional Gaussian process t) = (...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractLet X(t), t⩾0, be a stationary Gaussian process, and define the sojourn time Lu(t)=mes{s:0 ⩽...
Let {Xi (t), t ≥ 0}, 1 ≤ i ≤ n be mutually independent centered Gaussian processes with almost surel...
Chi-square processes with trend appear naturally as limiting processes in various statistical models...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
Let be independent copies of a stationary process . For given positive constants , define the set of...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
Let {X-i(t), t >= 0}, 1 <= i <= n be independent centered stationary Gaussian processes wit...
Let {zeta((k))(m,k) (t), t >= 0}, k > 0 be random processes defined as the differences of two ...
Let {chi(k)(t), t >= 0} be a stationary chi-process with k degrees of freedom being independent o...
This paper studies the supremum of chi-square processes with trend over a threshold-dependent-time h...
We consider a Gaussian stationary process with Pickands' conditions and evaluate an exact asymptotic...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
In this paper we show that the conditional distribution of perturbed chi-square risks can be approxi...
This paper considers extreme values attained by a centered, multidimensional Gaussian process t) = (...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractLet X(t), t⩾0, be a stationary Gaussian process, and define the sojourn time Lu(t)=mes{s:0 ⩽...
Let {Xi (t), t ≥ 0}, 1 ≤ i ≤ n be mutually independent centered Gaussian processes with almost surel...
Chi-square processes with trend appear naturally as limiting processes in various statistical models...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
Let be independent copies of a stationary process . For given positive constants , define the set of...
Let {X(t),t a parts per thousand yen 0} be a centered Gaussian process and let gamma be a non-negati...
Let {X-i(t), t >= 0}, 1 <= i <= n be independent centered stationary Gaussian processes wit...