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arxiv: 1309.0256 · v1 · pith:2A4OV7AYnew · submitted 2013-09-01 · 🧮 math.PR

Extremes of alpha(t)-locally Stationary Gaussian Random Fields

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keywords alphabrownianexactextremesfieldsgaussianlocallymotions
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This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate multifractional Brownian motions, whereas the second application establishes the exact asymptotics of the supremum of chi-processes generated by multifractional Brownian motions.

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