Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields

Hashorva, Enkelejd; Ji, Lanpeng

doi:10.1090/tran/6769

Extremes of $\alpha (\boldsymbol {t})$-locally stationary Gaussian random fields
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by Enkelejd Hashorva and Lanpeng Ji PDF

Trans. Amer. Math. Soc. 368 (2016), 1-26 Request permission

Abstract:

The main result of this contribution is the derivation of the exact asymptotic behavior of the supremum of a class of $\alpha (\mathbf {t})$-locally stationary Gaussian random fields. We present two applications of our result: the first one deals with the extremes of aggregate multifractional Brownian motions, whereas the second one establishes the exact asymptotics of the supremum of the $\chi$-process generated by multifractional Brownian motions.

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