Extremes of Gaussian processes, on results of Piterbarg and Seleznjev

Statistics and Probability Letters

Volumn 44, Issue 3, 1999, Pages 251-258

  Husler J ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Berman's condition; Exceedances; Extreme values; Gaussian processes; Maxima; Poisson point process

Indexed keywords

EID: 0043223519     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(99)00016-4     Document Type: Article

References (9)

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2. Feller, W., 1972. Introduction to Probability, vol. II. Wiley, New York.
3. Hüsler J. Asymptotic approximation of crossing probabilities of random sequences. Z. Wahrscheinlichkeitstheorie verw. Geb. 63:1983;257-270.
4. Hüsler J. Extreme values and high boundary crossings for locally stationary Gaussian processes. Ann. Probab. 18:1990;1141-1158.
5. Hüsler J. A note on extreme values of locally stationary Gaussian processes. J. Statist. Plann. Inference. 45:1995;203-213.
6. Hüsler, J., 1996. Extremes of Gaussian processes, on a result of Seleznjev. Technical Report, University of Bern.
7. Leadbetter, M.R., Lindgren, G., Rootzén, H., 1983. Extremes and Related Properties of Random Sequences and Processes. Springer Series in Statistics. Springer, New York.
8. Piterbarg, V., Seleznjev, O., 1994. Linear interpolation of random processes and extremes of a sequence of Gaussian nonstationary processes. Technical Report No. 446, Department of Statistics, University of North Carolina, Chapel Hill, NC.
9. Seleznjev O. Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments. Adv. Appl. Probab. 28:1996;481-499.