Minima of H-valued Gaussian processes

• 成果类型: Article
• 署名作者: Albin, JMP
• 署名单位: University of Gothenburg
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1039639362
• 发表日期: 1996
• 页码: 788-824
• 关键词: ornstein-uhlenbeck processes; stationary-processes; hilbert-space; crossings; continuity; REGULARITY; extremes

摘要

We study low local extremes of Gaussian random fields with values in a separable Hilbert space and constant variance. Our results are sharp for certain stationary processes on the line and for these processes we also prove global limits.