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math.PR2022
On the maxima of suprema of dependent Gaussian models
Lanpeng Ji, Xiaofan Peng
In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain differen…
math.PR2022
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
Lanpeng Ji, Xiaofan Peng
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated…