scholarly journals Extremes of Gaussian processes with a smooth random variance

2011 ◽  
Vol 121 (11) ◽  
pp. 2592-2605 ◽  
Author(s):  
Jürg Hüsler ◽  
Vladimir Piterbarg ◽  
Ekaterina Rumyantseva
Keyword(s):  
Gaussian Processes ◽  
Random Variance ◽  
Extremes Of Gaussian Processes

scholarly journals Extremes of Gaussian Processes with Random Variance

2011 ◽  
Vol 16 (0) ◽  
pp. 1254-1280 ◽  
Author(s):  
Juerg Huesler ◽  
Vladimir Piterbarg ◽  
Yueming Zhang
Keyword(s):  
Gaussian Processes ◽  
Random Variance ◽  
Extremes Of Gaussian Processes

Extremes of Gaussian Processes

2004 ◽  
pp. 273-296
Author(s):  
Michael Falk ◽  
Rolf-Dieter Reiss ◽  
Jürg Hüsler
Keyword(s):  
Gaussian Processes ◽  
Extremes Of Gaussian Processes

scholarly journals Extremes of Gaussian processes with a smooth random trend

Filomat ◽  
2017 ◽  
Vol 31 (8) ◽  
pp. 2267-2279 ◽  
Author(s):  
Vladimir Piterbarg ◽  
Goran Popivoda ◽  
Sinisa Stamatovic
Keyword(s):  
Gaussian Process ◽  
Random Process ◽  
Gaussian Processes ◽  
Stationary Process ◽  
Exact Result ◽  
Extremes Of Gaussian Processes

Let ?(t), t ? R, be a Gaussian zero mean stationary process, and ?(t) another random process, smooth enough, being independent of ?(t). We will consider the process ?(t) + ?(t) such that conditioned on ?(t) it is a Gaussian process. We want to establish an asymptotic exact result for P (t?[o,T] sup (?(t) + ?(t)) > u), as u ? ?, where T > 0.

Extremes of Gaussian Processes

2010 ◽  
pp. 381-418
Author(s):  
Michael Falk ◽  
Jürg Hüsler ◽  
Rolf-Dieter Reiss
Keyword(s):  
Gaussian Processes ◽  
Extremes Of Gaussian Processes
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