Отправить статью по E-mail Large extremes of Gaussian chaos processes
- Авторы: Piterbarg V.1
-
Учреждения:
- Faculty of Mechanics and Mathematics
- Выпуск: Том 93, № 2 (2016)
- Страницы: 145-147
- Раздел: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223457
- DOI: https://doi.org/10.1134/S1064562416020058
- ID: 223457
Цитировать
Открытый доступ
Доступ предоставлен
Только для подписчиков
Аннотация
We study probabilities of large extremes of Gaussian chaos processes, that is, homogeneous functions of Gaussian vector processes. Important examples are products of Gaussian processes and quadratic forms of them. Exact asymptotic behaviors of the probabilities are found. To this aim, we use joint results of E. Hashorva, D. Korshunov and the author on Gaussian chaos, as well as a substantially modified asymptotical Double Sum Method.
Об авторах
V. Piterbarg
Faculty of Mechanics and Mathematics
Автор, ответственный за переписку.
Email: piter@mech.math.msu.su
Россия, Moscow, 119991
