Extremes of the standardized Gaussian noise

Author:

Kabluchko Zakhar

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference26 articles.

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2. Probability approximations via the Poisson clumping heuristic;Aldous,1989

3. Two moments suffice for Poisson approximations: The Chen–Stein method;Arratia;Ann. Probab.,1989

4. Maxima and high level excursions of stationary Gaussian processes;Berman;Trans. Amer. Math. Soc.,1971

5. A class of limiting distributions of high level excursions of Gaussian processes;Berman;Z. Wahrscheinlichkeitstheor. Verw. Geb.,1972

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