Extremes of independent Gaussian processes

Author:

Kabluchko Zakhar

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Reference17 articles.

1. Adler, R.J., Taylor, J.E.: Random fields and geometry. In: Springer Monographs in Mathematics. Springer, New York (2007)

2. Albin, J.M.P.: Minima of H-valued Gaussian processes. Ann. Probab. 24(2), 788–824 (1996)

3. Graduate Texts in Mathematics;C Berg,1984

4. Billingsley, P.: Convergence of probability measures, 2nd edn. In: Wiley Series in Probability and Statistics: Probability and Statistics. Wiley, New York (1999)

5. Brown, B.M., Resnick, S.I.: Extreme values of independent stochastic processes. J. Appl. Probab. 14, 732–739 (1977)

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