Extremes of multidimensional Gaussian processes

Krzysztof Dębicki, Kamil Marcin Kosiński, Michel Mandjes +1

This paper considers extreme values attained by a centered, multidimensional Gaussian process $X(t)=(X_1(t),\dots ,X_n(t))$ minus drift $d(t)=(d_1(t),\dots ,d_n(t))$, on an arbitr…