We consider a Gaussian stationary process with Pickands' conditions and evaluate an exact asymptotic behaviorof probability of two high extremes on two disjoint interval
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractPickands constants play an important role in the exact asymptotic of extreme values for Gaus...
Let be a positive random variable independent of a real-valued stochastic process . In this paper, w...
Let {X-i(t), t >= 0}, 1 <= i <= n be mutually independent centered Gaussian processes with ...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
Consider a centered separable Gaussian process Y with a variance function that is regularly varying ...
This paper considers extreme values attained by a centered, multidimensional Gaussian process t) = (...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are comm...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractThis paper considers extreme values attained by a centered, multidimensional Gaussian proces...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
AbstractLet X(t), t⩾0, be a stationary Gaussian process, and define the sojourn time Lu(t)=mes{s:0 ⩽...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractPickands constants play an important role in the exact asymptotic of extreme values for Gaus...
Let be a positive random variable independent of a real-valued stochastic process . In this paper, w...
Let {X-i(t), t >= 0}, 1 <= i <= n be mutually independent centered Gaussian processes with ...
Let {X (t), t >= 0} be a stationary Gaussian process with zero-mean and unit variance. A deep res...
Consider a centered separable Gaussian process Y with a variance function that is regularly varying ...
This paper considers extreme values attained by a centered, multidimensional Gaussian process t) = (...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
Pickands constants play a crucial role in the asymptotic theory of Gaussian processes. They are comm...
AbstractWe study the exact asymptotics of P(supt≥0IZ(t)>u), as u→∞, where IZ(t)={1t∫0tZ(s)dsfort>0Z(...
AbstractThis paper considers extreme values attained by a centered, multidimensional Gaussian proces...
AbstractWe consider the extreme values of fractional Brownian motions, self-similar Gaussian process...
AbstractLet ξ(t) be a standard stationary Gaussian process with covariance function r(t), and η(t), ...
Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian sto...
AbstractLet X(t), t⩾0, be a stationary Gaussian process, and define the sojourn time Lu(t)=mes{s:0 ⩽...
AbstractLet {ω(t)}t⩾0 be a stochastically differentiable stationary process in Rm and let Au⊆Rm sati...
AbstractPickands constants play an important role in the exact asymptotic of extreme values for Gaus...
Let be a positive random variable independent of a real-valued stochastic process . In this paper, w...
DOI
Add to ORKG