Extremes of vector-valued Gaussian processes: Exact asymptotics

Authors

Keywords

Gaussian process, Conjunction, Extremes, Double-sum method, Slepian lemma, Borell–TIS inequality, Piterbarg inequality, Generalized Pickands constant, Generalized Piterbarg constant, Pickands–Piterbarg lemma

Journal

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Volume 125, Issue 11, Pages 4039-4065

Publisher

Elsevier BV

Online

2015-06-06

DOI

10.1016/j.spa.2015.05.015

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