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Extremes of α(t)-Locally stationary Gaussian processes with non-constant variances
classification
🧮 math.PR
keywords
alphafunctionsgaussianlocallynon-constantprocessesstationaryvariance
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With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-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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