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).
Accepté le :
DOI : 10.1051/ps/2018002
Mots-clés : Extreme value, Gaussian process, sojourn, stationary process.
@article{PS_2018__22__1_0, author = {Albin, Patrik}, title = {On extreme value theory for group stationary {Gaussian} processes}, journal = {ESAIM: Probability and Statistics}, pages = {1--18}, publisher = {EDP-Sciences}, volume = {22}, year = {2018}, doi = {10.1051/ps/2018002}, mrnumber = {3872125}, zbl = {1405.60035}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2018002/} }
TY - JOUR AU - Albin, Patrik TI - On extreme value theory for group stationary Gaussian processes JO - ESAIM: Probability and Statistics PY - 2018 SP - 1 EP - 18 VL - 22 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps/2018002/ DO - 10.1051/ps/2018002 LA - en ID - PS_2018__22__1_0 ER -
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. http://www.numdam.org/articles/10.1051/ps/2018002/
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