Concepedia
Stochastic Processes and their Applications · 2004 · 57 citations · 6 references
EngineeringPhysicsProbability TheoryStochastic ProcessesBrownian MotionDiffusion ProcessesLaw Of Large NumbersLévy ProcessesMarkov ProcessesStochastic CalculusFractional Brownian MotionProbability Of Ruin
6
On Regular Variation and Its Application to the Weak Convergence of Sample Extremes
Simeon M. Berman, Laurens de Haan · Technometrics · 1972 · 617 citations
Natural Sciences, Mathematics, Probability Theory +12
Upcrossing probabilities for stationary Gaussian processes
James Pickands · Transactions of the American Mathematical Society · 1969 · 250 citations · Full text
Engineering, Mathematics, Dynamical Systems +11
Asymptotic properties of the maximum in a stationary Gaussian process.
James Pickands · Transactions of the American Mathematical Society · 1969 · 169 citations · Full text
Engineering, Mathematics, Information Theory +12
Extremes of a certain class of Gaussian processes
J. Hüsler, V. I. Piterbarg · Stochastic Processes and their Applications · 1999 · 162 citations
Engineering, Mathematics, Probability Theory +10
Extremes of Gaussian processes over an infinite horizon
A. B. Dieker · Stochastic Processes and their Applications · 2004 · 92 citations · Full text
Engineering, Mathematics, Physics +13