## 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.## References

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## Additional Information

**Enkelejd Hashorva**- Affiliation: Department of Actuarial Science, University of Lausanne, UNIL-Dorigny, 1015 Lausanne, Switzerland
**Lanpeng Ji**- Affiliation: Department of Actuarial Science, University of Lausanne, UNIL-Dorigny, 1015 Lausanne, Switzerland
- MR Author ID: 890491
- Received by editor(s): June 17, 2013
- Published electronically: September 10, 2015
- © Copyright 2015 American Mathematical Society
- Journal: Trans. Amer. Math. Soc.
**368**(2016), 1-26 - MSC (2010): Primary 60G15; Secondary 60G70
- DOI: https://doi.org/10.1090/tran/6769
- MathSciNet review: 3413855