Large extremes of Gaussian chaos processes

被引：1
作者：
Piterbarg, V. I. [1 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119991, Russia
来源：
DOKLADY MATHEMATICS | 2016年 / 93卷 / 02期
基金：
俄罗斯基础研究基金会;
关键词：
Gaussian Process; DOKLADY Mathematic; Fractional Brownian Motion; Homogeneous Function; Gaussian Random Field;
D O I：
10.1134/S1064562416020058
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study probabilities of large extremes of Gaussian chaos processes, that is, homogeneous functions of Gaussian vector processes. Important examples are products of Gaussian processes and quadratic forms of them. Exact asymptotic behaviors of the probabilities are found. To this aim, we use joint results of E. Hashorva, D. Korshunov and the author on Gaussian chaos, as well as a substantially modified asymptotical Double Sum Method.
引用
收藏
页码：145 / 147
页数：3
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