scholarly journals Extreme value theory for continuous parameter stationary processes

1982 ◽  
Vol 60 (1) ◽  
pp. 1-20 ◽  
Author(s):  
M. R. Leadbetter ◽  
Holger Rootzén
Keyword(s):  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Stationary Processes ◽  
Continuous Parameter

On extreme value theory for group stationary Gaussian processes

2018 ◽  
Vol 22 ◽  
pp. 1-18
Author(s):  
Patrik Albin
Keyword(s):  
Gaussian Processes ◽  
Extreme Value Theory ◽  
Value Theory ◽  
Extreme Value ◽  
Usual Sense ◽  
Stationary Processes ◽  
Topological Groups ◽  
Euclidian Space ◽  
Stationary Gaussian Processes ◽  
Locally Compact Topological Groups

We study extreme value theory of right stationary Gaussian processes with parameters in open subsets with compact closure of (not necessarily Abelian) locally compact topological groups. Even when specialized to Euclidian space our result extend results on extremes of stationary Gaussian processes and fields in the literature by means of requiring weaker technical conditions as well as by means of the fact that group stationary processes need not be stationary in the usual sense (that is, with respect to addition as group operation).

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