Extremes of threshold-dependent Gaussian processes

L. Bai, K. Debicki, E. Hashorva +1

In this contribution we are concerned with the asymptotic behaviour as $u\to \infty$ of $\mathbb{P}\{{\sup }_{t\in [0,T]}{X}_u(t)>u\}$, where $X_u(t),t\in [0,T],u>0$ is a family of ce…