On extreme value theory for group stationary Gaussian processes
Journal article, 2018

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).

Sojourn

Stationary process

Gaussian process

Extreme value

Author

Patrik Albin

Chalmers, Mathematical Sciences, Analysis and Probability Theory

ESAIM - Probability and Statistics

1292-8100 (ISSN) 1262-3318 (eISSN)

Vol. 22 1-18

Subject Categories

Geometry

Probability Theory and Statistics

Mathematical Analysis

DOI

10.1051/ps/2018002

More information

Latest update

12/10/2018