Relevant bibliographies by topics / Extremes of Gaussian processes

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Academic literature on the topic 'Extremes of Gaussian processes'

Author: Grafiati
Published: 4 June 2021
Last updated: 20 February 2023

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Journal articles on the topic "Extremes of Gaussian processes"

1

Gong, K., and X. Z. Chen. "Estimating extremes of combined two Gaussian and non-Gaussian response processes." International Journal of Structural Stability and Dynamics 14, no. 03 (2014): 1350076. http://dx.doi.org/10.1142/s0219455413500764.

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Assessment of structural performance under stochastic dynamic loadings requires estimation of the extremes of stochastic response components and the resultant responses as their linear and nonlinear combinations. This paper addresses the evaluations and combination rules for the extremes of scalar and vectorial resultant responses from two response components that may show non-Gaussian characteristics. The non-Gaussian response process is modeled as a translation process from an underlying Gaussian process. The mean crossing rates and extreme value distributions of resultant responses are calculated following the theory for vector-valued Gaussian processes. An extensive parameter study is conducted concerning the influence of statistical moments of non-Gaussian response components on the extremes of resultant responses. It is revealed that the existing combination rules developed for Gaussian processes are not applicable to the case of non-Gaussian process. New combination rules are suggested that permit predictions of the extremes of resultant responses directly from the extremes of response components.
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2

Dębicki, K., K. M. Kosiński, M. Mandjes, and T. Rolski. "Extremes of multidimensional Gaussian processes." Stochastic Processes and their Applications 120, no. 12 (2010): 2289–301. http://dx.doi.org/10.1016/j.spa.2010.08.010.

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3

Kabluchko, Zakhar. "Extremes of independent Gaussian processes." Extremes 14, no. 3 (2010): 285–310. http://dx.doi.org/10.1007/s10687-010-0110-x.

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4

Piterbarg, V. I. "Large extremes of Gaussian chaos processes." Doklady Mathematics 93, no. 2 (2016): 145–47. http://dx.doi.org/10.1134/s1064562416020058.

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5

Kabluchko, Zakhar. "Extremes of space–time Gaussian processes." Stochastic Processes and their Applications 119, no. 11 (2009): 3962–80. http://dx.doi.org/10.1016/j.spa.2009.08.001.

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6

Dȩbicki, Krzysztof, Enkelejd Hashorva, and Longmin Wang. "Extremes of vector-valued Gaussian processes." Stochastic Processes and their Applications 130, no. 9 (2020): 5802–37. http://dx.doi.org/10.1016/j.spa.2020.04.008.

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7

Bai, Long, Krzysztof Dȩbicki, Enkelejd Hashorva, and Lanpeng Ji. "Extremes of threshold-dependent Gaussian processes." Science China Mathematics 61, no. 11 (2018): 1971–2002. http://dx.doi.org/10.1007/s11425-017-9225-7.

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8

Toro, Gabriel R., and C. Allin Cornell. "Extremes of Gaussian Processes with Bimodal Spectra." Journal of Engineering Mechanics 112, no. 5 (1986): 465–84. http://dx.doi.org/10.1061/(asce)0733-9399(1986)112:5(465).

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9

Huesler, Juerg, Vladimir Piterbarg, and Yueming Zhang. "Extremes of Gaussian Processes with Random Variance." Electronic Journal of Probability 16 (2011): 1254–80. http://dx.doi.org/10.1214/ejp.v16-904.

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10

Bai, Long. "Extremes of Gaussian chaos processes with trend." Journal of Mathematical Analysis and Applications 473, no. 2 (2019): 1358–76. http://dx.doi.org/10.1016/j.jmaa.2019.01.026.

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