Extremes of alpha(t)-locally Stationary Gaussian Random Fields

Research paper by Enkelejd Hashorva, Lanpeng Ji

Indexed on: 01 Sep '13Published on: 01 Sep '13Published in: Mathematics - Probability


This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate multifractional Brownian motions, whereas the second application establishes the exact asymptotics of the supremum of chi-processes generated by multifractional Brownian motions.