Extremes of $\hat{I}\pm (t)$-Locally stationary Gaussian processes with non-constant variances

Abstract

With motivation from K. DÈ©bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\hat{I}\pm (t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance functions lead to qualitatively new results.