The main result of this contribution is the derivation of the exact asymptotic behavior of the supremum of a class of a(t)-locally stationary Gaussian random fields. We present two applications of our result: the first one deals with the extremes of aggregate multifractional Brownian motions, whereas the second one establishes the exact asymptotics of the supremum of the X-process generated by multifractional Brownian motions
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
The main result of this contribution is the derivation of the exact asymptotic behavior of the supre...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
AbstractThe structure of the large values attained by a stationary random process indexed by a one-d...
Let {Xi (t), t ≥ 0}, 1 ≤ i ≤ n be mutually independent centered Gaussian processes with almost surel...
This contribution establishes exact tail asymptotics of sup((s,t)) is an element of E X(s,t) for a l...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonho...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
In this contribution we are concerned with the asymptotic behaviour, as u→∞, of P{supt∈[0,T]Xu(t)>u}...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
Let be a centered Gaussian random field with variance function sigma (2)(ai...) that attains its max...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
The main result of this contribution is the derivation of the exact asymptotic behavior of the supre...
AbstractWe study the exact asymptotics of P(supt∈[0,S]X(t)>u), as u→∞, for centered Gaussian process...
AbstractThe structure of the large values attained by a stationary random process indexed by a one-d...
Let {Xi (t), t ≥ 0}, 1 ≤ i ≤ n be mutually independent centered Gaussian processes with almost surel...
This contribution establishes exact tail asymptotics of sup((s,t)) is an element of E X(s,t) for a l...
We study the exact asymptotics of , as u-->[infinity], for centered Gaussian processes with the cova...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
This contribution establishes exact tail asymptotics of sup(s,t)∈E X(s,t) for a large class of nonho...
This paper considers extreme values attained by a centered, multidimensional Gaussian process X(t) =...
In this contribution we are concerned with the asymptotic behaviour, as u→∞, of P{supt∈[0,T]Xu(t)>u}...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
Let be a centered Gaussian random field with variance function sigma (2)(ai...) that attains its max...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian p...
Fine regularity of stochastic processes is usually measured in a local way by local Hölder...
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