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ON EXTREME VALUE THEORY FOR GROUP STATIONARY GAUSSIAN PROCESSES
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- Albin, Patrik, 1960 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers tekniska högskola,Chalmers University of Technology
- (creator_code:org_t)
- 2018-10-04
- 2018
- English.
- In: Esaim-Probability and Statistics. - : EDP Sciences. - 1292-8100 .- 1262-3318. ; 22, s. 1-18
- Journal article (peer-reviewed)
Abstract
Subject headings
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- We study extreme value theory of right stationary Gaussian processes with parameters in open subsets with compact closure of (not necessarily Abelian) locally compact topological groups. Even when specialized to Euclidian space our result extend results on extremes of stationary Gaussian processes and fields in the literature by means of requiring weaker technical conditions as well as by means of the fact that group stationary processes need not be stationary in the usual sense (that is, with respect to addition as group operation).
Subject headings
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Geometri (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Geometry (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
Keyword
- Extreme value
- Gaussian process
- sojourn
- stationary process
- maximum
- Mathematics
- Sojourn
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- art (subject category)
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