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).


Stationary process

Gaussian process

Extreme value


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


Probability Theory and Statistics

Mathematical Analysis



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