Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields-Reference-Cited by-同舟云学术

Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields

Published:2015-09-10 Issue:1 Volume:368 Page:1-26
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Hashorva Enkelejd,Ji Lanpeng

Abstract

The main result of this contribution is the derivation of the exact asymptotic behavior of the supremum of a class of α ( t ) \alpha (\mathbf {t}) -locally stationary Gaussian random fields. We present two applications of our result: the first one deals with the extremes of aggregate multifractional Brownian motions, whereas the second one establishes the exact asymptotics of the supremum of the χ \chi -process generated by multifractional Brownian motions.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/2016-368-01/S0002-9947-2015-06769-5/S0002-9947-2015-06769-5.pdf

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