Extremal behavior of the heat random field

Author:

Kozachenko Yu. V.,Leonenko G. M.

Publisher

Springer Science and Business Media LLC

Subject

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

Reference22 articles.

1. Adler, R.J.: An introduction to continuity, extrema and related topics for general Gaussian processes, Lecture Notes-Monograph Series, 12, Ins. of Math. Stat., Hayward (1990)

2. Albin, J.M.P.: On extremal theory for self-simular processes. Ann. Probab. 26, 743–793 (1998)

3. Angulo, J.M., Ruiz-Medina, M.D., Anh, V.V., Grecksch, W.: Fractional diffusion and fractional heat equation. Adv. Appl. Probab. 32, 1077–1099 (2000)

4. Borell, C.: Tail probabilities in Gaussian space. Vector space measures. Appl. I, Proc. Conf Dublin 1977, Lect. Notes Math. 644, 73–82 (1978)

5. Buldygin, V.V., Kozachenko, Yu.V.: Metric Characterization of Random Variables and Random Processes. Translations of Mathematical Monograph, vol. 188, Americal Mathematical Society, Providence (2000)

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