On asymptotic constants in the theory of Gaussian processes
By Antonius B. Dieker, Benjamin Yakir. 2012
55 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/42cbe6f49a2d6c0411583ebfd871dd2664541837
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Enkelejd Hashorva
- Lanpeng Ji
- Thomas Mikosch
- Antonius B. Dieker
- V. Piterbarg
- Richard A. Davis
- Shahar Mendelson
- Sebastian Engelke
Citations in the corpus
- Extremes of vector-valued Gaussian processes: exact asymptotics (2015, unknown): “, [29] and the recent contributions [19, 20, 33].”
- On the supremum of γ-reflected processes with fractional Brownian motion as input (2013, background): “For general α ∈ (0, 2), bounds for Paα are derived in Dȩbicki and Tabís (2013).”
- Exact simulation of Brown-Resnick random fields at a finite number of locations (2014, methodology): “Dieker and Yakir [4, Cor. 1], show that the set function f(A) = E exp ( sup t∈A Z(t) ) , A ⊂ Rd is translation invariant: f(A) = f(t+A) for t ∈ Rd. (They only write out the one-dimensional case, but the multidimensional case follows from exactly the same arguments; it is based on Lemma 5.2 below.)”