On shape of high massive excursions of trajectories of Gaussian homogeneous fields

被引：0

作者：

Jürg Hüsler

Vladimir I. Piterbarg

机构：

[1] University of Bern,

[2] Moscow State University,undefined

来源：

Extremes | 2017年 / 20卷

关键词：

Gausssian fields; Extremes; Massive excursions; Shape of excursions; 60G15; 60G70; 60G05;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider the asymptotic behavior of the probability of “physical extremes” of a Gaussian field which means the probability of excursions above a high level with diameters of their bases exceeding a fixed positive number. Also we deal with the path behaviour of such excursions in case they occur.

引用

页码：691 / 711

页数：20

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