Extremes of $α(t)$-Locally stationary Gaussian processes with non-constant variances

Long Bai

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arXiv · 1606.07011

Extremes of $α(t)$-Locally stationary Gaussian processes with non-constant variances

Long Bai

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Abstract

With motivation from K. Dȩbicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $α(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance functions lead to qualitatively new results.

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Long Bai. 2016-08-21. Extremes of $α(t)$-Locally stationary Gaussian processes with non-constant variances. https://arxiv.org/abs/1606.07011

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