Large excursion probabilities for random fields close to Gaussian ones
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s10687-021-00411-9.pdf
Reference25 articles.
1. Adler, R.: On excursion sets, tube formulas and maxima of random fields. Ann. Appl. Probab. 10(1), 1–74 (2000)
2. Adler, R., Blanchet, J., Liu, J.: Efficient Monte Carlo for high excursions of Gaussian random fields. Ann. Appl. Probab. 22(3), 1167–1214 (2012)
3. Adler, R., Taylor, J.: Random fields and geometry. Springer, New York (2007)
4. Albeverio, S., Piterbarg, V.: Mathematical methods and concepts for the analysis of extreme events. Extreme events in nature and society, pp 47–68 (2006)
5. Azaïs, J., Delmas, C.: Asymptotic expansions for the distribution of the maximum of a Gaussian random fields. Extremes 5(2), 181–212 (2002)
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