Large extremes of Gaussian chaos processes
- 作者: Piterbarg V.1
-
隶属关系:
- Faculty of Mechanics and Mathematics
- 期: 卷 93, 编号 2 (2016)
- 页面: 145-147
- 栏目: Mathematics
- URL: https://journals.rcsi.science/1064-5624/article/view/223457
- DOI: https://doi.org/10.1134/S1064562416020058
- ID: 223457
如何引用文章
详细
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.
作者简介
V. Piterbarg
Faculty of Mechanics and Mathematics
编辑信件的主要联系方式.
Email: piter@mech.math.msu.su
俄罗斯联邦, Moscow, 119991