Voir la notice de l'article provenant de la source Math-Net.Ru
[1] Adler R. J., The Geometry of Random Fields, Wiley, Chichster, 1981, 280 pp. | Zbl
[2] Belyaev Yu. K., Nosko V. P., “Kharakteristiki vybrosov za vysokii uroven gaussovskogo protsessa i ego ogibayuschei”, Teoriya veroyatn. i ee primen., 14:2 (1969), 302–314
[3] Watanabe H., “On asymptotic property of Gaussian processes, I”, Trans. Amer. Math. Soc., 148 (1970), 233–248 | DOI | Zbl
[4] Kremena E. V., “O forme vysokikh vybrosov gaussovskogo statsionarnogo protsessa”, Vestnik Mosk. un-ta (to appear)
[5] Kramer G., Lidbetter M. R., Statsionarnye sluchainye protsessy, Mir, M., 1969, 398 pp.
[6] Lidbetter M. R., Lindgren G., Rotsen Kh., Ekstremumy sluchainykh posledovatelnostei i protsessov, Mir, M., 1989, 391 pp.
[7] Lindgren G., “Some properties of a normal process near a local maximum”, Ann. Math. Statist., 41 (1970), 1870–1883 | DOI | Zbl
[8] Marcus M., Rosen J., Markov Processes, Gaussian Processes, and Local Times, Cambridge Univ. Press, Cambridge, 2006, 620 pp.
[9] Moskaleva M. S., “Slabaya skhodimost mer vysokogo urovnya gaussovskikh sluchainykh protsessov”, Teoriya veroyatnostei, teoriya sluchainykh protsessov i funktsionalnyi analiz, Izd-vo Mosk. un-ta, M., 1985, 42–46
[10] Nosko V. P., “Lokalnaya struktura odnorodnogo gaussovskogo sluchainogo polya v okrestnosti tochek vysokogo urovnya”, Teoriya veroyatn. i ee primen., 30:4 (1985), 722–736
[11] Nosko V. P., “Asimptoticheskie raspredeleniya kharakteristik vybrosov odnorodnogo gaussovskogo sluchainogo polya za vysokii uroven”, Teoriya veroyatn. i ee primen., 32:4 (1987), 722–733
[12] Pickands J. III, “Upcrossing probabilities for stationary Gaussian processes”, Trans. Amer. Math. Soc., 145 (1969), 51–73 | DOI | Zbl
[13] Piterbarg V. I., Asymptotic Methods in the Theory of Gaussian Processes and Fields, Transl. Math. Monogr., 148, Amer. Math. Soc., Providence, 1996, 206 pp.
[14] Hüsler J., Ladneva A., Piterbarg V., “On clusters of high extremes of Gaussian stationary processes with $\varepsilon$-separation”, Electron J. Probab., 15 (2010), 59, 1825–1862 | Zbl