Extremes of Gaussian random fields with regularly varying dependence structure

The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments

(2016) Dan Cheng et al.   ANNALS OF APPLIED PROBABILITY

Extremes of a class of nonhomogeneous Gaussian random fields

(2016) Krzysztof Dȩbicki et al.   ANNALS OF PROBABILITY

Extremes of Gaussian fields with a smooth random variance

(2016) Goran Popivoda et al.   STATISTICS & PROBABILITY LETTERS

On the asymptotics of supremum distribution for some iterated processes

(2016) Marek Arendarczyk   Extremes

High extrema of Gaussian chaos processes

(2016) Vladimir I. Piterbarg   Extremes

Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds

(2016) Dan Cheng   Extremes

Exact moduli of continuity for operator-scaling Gaussian random fields

(2015) Yuqiang Li et al.   BERNOULLI

Extremes of Homogeneous Gaussian Random Fields

(2015) Krzysztof Dębicki et al.   JOURNAL OF APPLIED PROBABILITY

Packing dimensions of the images of Gaussian random fields

(2015) Yali Du et al.   STATISTICS & PROBABILITY LETTERS

Extremes of vector-valued Gaussian processes: Exact asymptotics

(2015) Krzysztof Dȩbicki et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Extremes of $\alpha (\boldsymbol {t})$-locally stationary Gaussian random fields

(2015) Enkelejd Hashorva et al.   TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY

Extreme geometric quantiles in a multivariate regular variation framework

(2015) Stéphane Girard et al.   Extremes

Exact simulation of Brown-Resnick random fields at a finite number of locations

(2015) A. B. Dieker et al.   Extremes

On asymptotic constants in the theory of extremes for Gaussian processes

(2014) A.B. Dieker et al.   BERNOULLI

Necessary and sufficient conditions for Hölder continuity of Gaussian processes

(2014) Ehsan Azmoodeh et al.   STATISTICS & PROBABILITY LETTERS

Tail asymptotics of supremum of certain Gaussian processes over threshold dependent random intervals

(2014) Krzysztof Dębicki et al.   Extremes

On the infimum attained by the reflected fractional Brownian motion

(2014) K. Dębicki et al.   Extremes

Distribution of the height of local maxima of Gaussian random fields

(2014) Dan Cheng et al.   Extremes

Tail approximation for reinsurance portfolios of Gaussian-like risks

(2013) Julia Farkas et al.   Scandinavian Actuarial Journal

Asymptotics of supremum distribution of α(t)-locally stationary Gaussian processes

(2008) Krzysztof Dȩbicki et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS