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On extreme value theory for group stationary Gaussian processes
ESAIM: Probability and Statistics, Tome 22 (2018), pp. 1-18
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We study extreme value theory of right stationary Gaussian processes with parameters in open subsets with compact closure of (not necessarily Abelian) locally compact topological groups. Even when specialized to Euclidian space our result extend results on extremes of stationary Gaussian processes and fields in the literature by means of requiring weaker technical conditions as well as by means of the fact that group stationary processes need not be stationary in the usual sense (that is, with respect to addition as group operation).

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DOI : 10.1051/ps/2018002
Classification : 60F10, 60G10, 60G15, 60G60, 60G70
Keywords: Extreme value, Gaussian process, sojourn, stationary process. 
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     author = {Albin, Patrik},
     title = {On extreme value theory for group stationary {Gaussian} processes},
     journal = {ESAIM: Probability and Statistics},
     pages = {1--18},
     year = {2018},
     publisher = {EDP-Sciences},
     volume = {22},
     doi = {10.1051/ps/2018002},
     mrnumber = {3872125},
     zbl = {1405.60035},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2018002/}
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Albin, Patrik. On extreme value theory for group stationary Gaussian processes. ESAIM: Probability and Statistics, Tome 22 (2018), pp. 1-18. doi: 10.1051/ps/2018002

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