High level exceeding probability for a Gaussian process with constant variance and variable smoothness
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2024), pp. 21-25
Ph. E. Koluzanov; V. I. Piterbarg. High level exceeding probability for a Gaussian process with constant variance and variable smoothness. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2024), pp. 21-25. http://geodesic.mathdoc.fr/item/VMUMM_2024_4_a2/
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Voir la notice de l'article provenant de la source Math-Net.Ru

Exact asymptotic behavior is evaluated for high level exceeding probability of Gaussian process with constant variance, the correlation function of which satisfies the Pickands' condition at each point, while the constants in the condition change, being continuous functions.

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