Extremes of alpha-t locally stationary Gaussian random fields

Détails

ID Serval
serval:BIB_CF9BA00905C4
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Extremes of alpha-t locally stationary Gaussian random fields
Périodique
Transactions of the American Mathematical Society
Auteur⸱e⸱s
Hashorva  E., Ji  L.
ISSN
0002-9947 (Print)
1088-6850 (Electronic)
Statut éditorial
Publié
Date de publication
01/2016
Peer-reviewed
Oui
Volume
368
Numéro
1
Pages
1-26
Langue
anglais
Résumé
The main result of this contribution is the derivation of the exact asymptotic behavior of the supremum of a class of alpha(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 x-process generated by multifractional Brownian motions.
Mots-clé
alpha(t)-locally stationary random fields, fractional Brownian motion, multifractional Brownian motion, chi-processes, Gaussian random fields, metric entropy, weak convergence, Pickands constant
Web of science
Création de la notice
04/02/2016 11:16
Dernière modification de la notice
20/08/2019 16:50
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