Journal articles on the topic 'Extremes of Gaussian processes'
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Gong, K., and X. Z. Chen. "Estimating extremes of combined two Gaussian and non-Gaussian response processes." International Journal of Structural Stability and Dynamics 14, no. 03 (2014): 1350076. http://dx.doi.org/10.1142/s0219455413500764.
Full textDębicki, K., K. M. Kosiński, M. Mandjes, and T. Rolski. "Extremes of multidimensional Gaussian processes." Stochastic Processes and their Applications 120, no. 12 (2010): 2289–301. http://dx.doi.org/10.1016/j.spa.2010.08.010.
Full textKabluchko, Zakhar. "Extremes of independent Gaussian processes." Extremes 14, no. 3 (2010): 285–310. http://dx.doi.org/10.1007/s10687-010-0110-x.
Full textPiterbarg, V. I. "Large extremes of Gaussian chaos processes." Doklady Mathematics 93, no. 2 (2016): 145–47. http://dx.doi.org/10.1134/s1064562416020058.
Full textKabluchko, Zakhar. "Extremes of space–time Gaussian processes." Stochastic Processes and their Applications 119, no. 11 (2009): 3962–80. http://dx.doi.org/10.1016/j.spa.2009.08.001.
Full textDȩbicki, Krzysztof, Enkelejd Hashorva, and Longmin Wang. "Extremes of vector-valued Gaussian processes." Stochastic Processes and their Applications 130, no. 9 (2020): 5802–37. http://dx.doi.org/10.1016/j.spa.2020.04.008.
Full textBai, Long, Krzysztof Dȩbicki, Enkelejd Hashorva, and Lanpeng Ji. "Extremes of threshold-dependent Gaussian processes." Science China Mathematics 61, no. 11 (2018): 1971–2002. http://dx.doi.org/10.1007/s11425-017-9225-7.
Full textToro, Gabriel R., and C. Allin Cornell. "Extremes of Gaussian Processes with Bimodal Spectra." Journal of Engineering Mechanics 112, no. 5 (1986): 465–84. http://dx.doi.org/10.1061/(asce)0733-9399(1986)112:5(465).
Full textHuesler, Juerg, Vladimir Piterbarg, and Yueming Zhang. "Extremes of Gaussian Processes with Random Variance." Electronic Journal of Probability 16 (2011): 1254–80. http://dx.doi.org/10.1214/ejp.v16-904.
Full textBai, Long. "Extremes of Gaussian chaos processes with trend." Journal of Mathematical Analysis and Applications 473, no. 2 (2019): 1358–76. http://dx.doi.org/10.1016/j.jmaa.2019.01.026.
Full textXu, Hui, and Mircea D. Grigoriu. "Finite dimensional models for extremes of Gaussian and non-Gaussian processes." Probabilistic Engineering Mechanics 68 (April 2022): 103199. http://dx.doi.org/10.1016/j.probengmech.2022.103199.
Full textLeira, Bernt J. "Extremes of Gaussian and non-Gaussian vector processes: a geometric approach." Structural Safety 25, no. 4 (2003): 401–22. http://dx.doi.org/10.1016/s0167-4730(03)00017-1.
Full textDȩbicki, Krzysztof, Enkelejd Hashorva та Peng Liu. "Extremes ofγ-reflected Gaussian processes with stationary increments". ESAIM: Probability and Statistics 21 (2017): 495–535. http://dx.doi.org/10.1051/ps/2017019.
Full textDȩbicki, Krzysztof, Enkelejd Hashorva, Lanpeng Ji, and Kamil Tabiś. "Extremes of vector-valued Gaussian processes: Exact asymptotics." Stochastic Processes and their Applications 125, no. 11 (2015): 4039–65. http://dx.doi.org/10.1016/j.spa.2015.05.015.
Full textDieker, A. B. "Extremes of Gaussian processes over an infinite horizon." Stochastic Processes and their Applications 115, no. 2 (2005): 207–48. http://dx.doi.org/10.1016/j.spa.2004.09.005.
Full textHüsler, J., and V. Piterbarg. "Extremes of a certain class of Gaussian processes." Stochastic Processes and their Applications 83, no. 2 (1999): 257–71. http://dx.doi.org/10.1016/s0304-4149(99)00041-1.
Full textZhao, Chunming. "Extremes of order statistics of stationary Gaussian processes." Probability and Mathematical Statistics 38, no. 1 (2018): 61–75. http://dx.doi.org/10.19195/0208-4147.38.1.4.
Full textBai, Long, Krzysztof Dȩbicki, and Peng Liu. "Extremes of vector-valued Gaussian processes with Trend." Journal of Mathematical Analysis and Applications 465, no. 1 (2018): 47–74. http://dx.doi.org/10.1016/j.jmaa.2018.04.069.
Full textPiterbarg*, Vladimir I. "Discrete and Continuous Time Extremes of Gaussian Processes." Extremes 7, no. 2 (2004): 161–77. http://dx.doi.org/10.1007/s10687-005-6198-8.
Full textAlbin, Patrik. "On extreme value theory for group stationary Gaussian processes." ESAIM: Probability and Statistics 22 (2018): 1–18. http://dx.doi.org/10.1051/ps/2018002.
Full textPiterbarg, Vladimir, Goran Popivoda, and Sinisa Stamatovic. "Extremes of Gaussian processes with a smooth random trend." Filomat 31, no. 8 (2017): 2267–79. http://dx.doi.org/10.2298/fil1708267p.
Full textDȩbicki, Krzysztof, and Kamil Tabiś. "Extremes of the time-average of stationary Gaussian processes." Stochastic Processes and their Applications 121, no. 9 (2011): 2049–63. http://dx.doi.org/10.1016/j.spa.2011.05.005.
Full textHüsler, Jürg, Vladimir Piterbarg, and Ekaterina Rumyantseva. "Extremes of Gaussian processes with a smooth random variance." Stochastic Processes and their Applications 121, no. 11 (2011): 2592–605. http://dx.doi.org/10.1016/j.spa.2011.06.006.
Full textHüsler, J. "Extremes of Gaussian processes, on results of Piterbarg and Seleznjev." Statistics & Probability Letters 44, no. 3 (1999): 251–58. http://dx.doi.org/10.1016/s0167-7152(99)00016-4.
Full textLeira, Bernt J. "Multivariate distributions of maxima and extremes for Gaussian vector-processes." Structural Safety 14, no. 4 (1994): 247–65. http://dx.doi.org/10.1016/0167-4730(94)90014-0.
Full textTan, Zhongquan. "Limit laws on extremes of nonhomogeneous Gaussian random fields." Journal of Applied Probability 54, no. 3 (2017): 811–32. http://dx.doi.org/10.1017/jpr.2017.36.
Full textDieker, A. B., and B. Yakir. "On asymptotic constants in the theory of extremes for Gaussian processes." Bernoulli 20, no. 3 (2014): 1600–1619. http://dx.doi.org/10.3150/13-bej534.
Full textAnshin, A. B. "On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes." Theory of Probability & Its Applications 50, no. 3 (2006): 353–66. http://dx.doi.org/10.1137/s0040585x97981809.
Full textTan, Zhongquan, and Yuebao Wang. "Extremes Values of Discrete and Continuous Time Strongly Dependent Gaussian Processes." Communications in Statistics - Theory and Methods 42, no. 13 (2013): 2451–63. http://dx.doi.org/10.1080/03610926.2011.611322.
Full textBai, Long. "Extremes of Lp-norm of vector-valued Gaussian processes with trend." Stochastics 90, no. 8 (2018): 1111–44. http://dx.doi.org/10.1080/17442508.2018.1499101.
Full textZhdanov, A. I., and V. I. Piterbarg. "High Extremes of Gaussian Chaos Processes: A Discrete Time Approximation Approach." Theory of Probability & Its Applications 63, no. 1 (2018): 1–21. http://dx.doi.org/10.1137/s0040585x97t988885.
Full textvan der Hofstad, Remco, and Harsha Honnappa. "Large deviations of bivariate Gaussian extrema." Queueing Systems 93, no. 3-4 (2019): 333–49. http://dx.doi.org/10.1007/s11134-019-09632-z.
Full textDawley, Shawn, Yong Zhang, Xiaoting Liu, et al. "Statistical Analysis of Extreme Events in Precipitation, Stream Discharge, and Groundwater Head Fluctuation: Distribution, Memory, and Correlation." Water 11, no. 4 (2019): 707. http://dx.doi.org/10.3390/w11040707.
Full textZhdanov, A. I. "On Probability of High Extremes for Product of Two Gaussian Stationary Processes." Theory of Probability & Its Applications 60, no. 3 (2016): 520–27. http://dx.doi.org/10.1137/s0040585x97t987818.
Full textPiterbarg, Vladimir, Goran Popivoda, and Siniša Stamatović. "Extremes of Gaussian processes with smooth random expectation and smooth random variance." Lithuanian Mathematical Journal 57, no. 1 (2017): 128–41. http://dx.doi.org/10.1007/s10986-017-9347-2.
Full textHuesler, Juerg, Anna Ladneva, and Vladimir Piterbarg. "On Clusters of High Extremes of Gaussian Stationary Processes with $\varepsilon$-Separation." Electronic Journal of Probability 15 (2010): 1825–62. http://dx.doi.org/10.1214/ejp.v15-828.
Full textBai, Long. "Extremes of α(t)-locally stationary Gaussian processes with non-constant variances". Journal of Mathematical Analysis and Applications 446, № 1 (2017): 248–63. http://dx.doi.org/10.1016/j.jmaa.2016.08.056.
Full textDavison, A. C., and M. M. Gholamrezaee. "Geostatistics of extremes." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, no. 2138 (2011): 581–608. http://dx.doi.org/10.1098/rspa.2011.0412.
Full textRusakov, Oleg V., and Roman A. Ragozin. "On extremes of PSI-processes and gaussian limits of their normalized independent identical distributed sums." Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy 9, no. 2 (2022): 269–77. http://dx.doi.org/10.21638/spbu01.2022.208.
Full textPiterbarg, Vladimir I., and Alexander Zhdanov. "On probability of high extremes for product of two independent Gaussian stationary processes." Extremes 18, no. 1 (2014): 99–108. http://dx.doi.org/10.1007/s10687-014-0205-x.
Full textAlbin, J. M. P. "Extremes and crossings for differentiable stationary processes with application to Gaussian processes in Rm and Hilbert space." Stochastic Processes and their Applications 42, no. 1 (1992): 119–47. http://dx.doi.org/10.1016/0304-4149(92)90030-t.
Full textGarfinkel, Chaim I., and Nili Harnik. "The Non-Gaussianity and Spatial Asymmetry of Temperature Extremes Relative to the Storm Track: The Role of Horizontal Advection." Journal of Climate 30, no. 2 (2017): 445–64. http://dx.doi.org/10.1175/jcli-d-15-0806.1.
Full textRusakov, O. V., and R. A. Ragozin. "Extremes of PSI-Processes and Gaussian Limits of Their Normalized Independent Identically Distributed Sums." Vestnik St. Petersburg University, Mathematics 55, no. 2 (2022): 186–91. http://dx.doi.org/10.1134/s106345412202011x.
Full textKratz, Marie F., and JoséR León. "Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes." Stochastic Processes and their Applications 66, no. 2 (1997): 237–52. http://dx.doi.org/10.1016/s0304-4149(96)00122-6.
Full textHashorva, Enkelejd, та Lanpeng Ji. "Approximation of Passage Times of γ-Reflected Processes with FBM Input". Journal of Applied Probability 51, № 3 (2014): 713–26. http://dx.doi.org/10.1239/jap/1409932669.
Full textLow, Y. M. "Extreme value analysis of bimodal Gaussian processes." Journal of Sound and Vibration 330, no. 14 (2011): 3458–72. http://dx.doi.org/10.1016/j.jsv.2011.01.033.
Full textHashorva, Enkelejd, та Lanpeng Ji. "Approximation of Passage Times of γ-Reflected Processes with FBM Input". Journal of Applied Probability 51, № 03 (2014): 713–26. http://dx.doi.org/10.1017/s0021900200011621.
Full textKonakov, Valentin, Vladimir Panov, and Vladimir Piterbarg. "Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates." Extremes 24, no. 3 (2021): 617–51. http://dx.doi.org/10.1007/s10687-020-00402-2.
Full textKonstant, D. G., and V. I. Piterbarg. "Extreme values of the cyclostationary Gaussian random process." Journal of Applied Probability 30, no. 1 (1993): 82–97. http://dx.doi.org/10.2307/3214623.
Full textKonstant, D. G., and V. I. Piterbarg. "Extreme values of the cyclostationary Gaussian random process." Journal of Applied Probability 30, no. 01 (1993): 82–97. http://dx.doi.org/10.1017/s0021900200044016.
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