Volume 22, 2018
|Page(s)||1 - 18|
|Published online||04 October 2018|
On extreme value theory for group stationary Gaussian processes
Department of Mathematical Sciences, Chalmers University of Technology and the University of Gothenburg,
* Corresponding author: email@example.com
Accepted: 26 December 2017
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).
Mathematics Subject Classification: 60F10 / 60G10 / 60G15 / 60G60 / 60G70
Key words: Extreme value / Gaussian process / sojourn / stationary process.
© EDP Sciences, SMAI 2018
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