Wu, Dongsheng Generalized Pickands constants. (English) Zbl 1144.81425 J. Math. Phys. 48, No. 5, 053513, 9 p. (2007). Summary: In this paper, under some spectral conditions, we define the extended class of generalized Pickands constants for a class of centered Gaussian processes with stationary increments. Moreover, we study the properties of the extended class of generalized Pickands constants. Cited in 2 Documents MSC: 60G70 Extreme value theory; extremal stochastic processes 60G15 Gaussian processes PDFBibTeX XMLCite \textit{D. Wu}, J. Math. Phys. 48, No. 5, 053513, 9 p. (2007; Zbl 1144.81425) Full Text: DOI References: [1] DOI: 10.1016/0304-4149(87)90006-8 · Zbl 0633.60055 [2] DOI: 10.1214/aop/1176990539 · Zbl 0728.60037 [3] DOI: 10.1017/CBO9780511721434 [4] DOI: 10.1016/S0304-4149(01)00143-0 · Zbl 1059.60047 [5] Dębicki K., Teor. Veroyatn. Ee Primen. 50 pp 90– (2005) [6] DOI: 10.1016/j.spa.2004.11.008 · Zbl 1073.60085 [7] DOI: 10.1214/aop/1176997026 · Zbl 0261.60033 [8] DOI: 10.1090/S0002-9947-1969-0250367-X [9] DOI: 10.2307/1995059 · Zbl 0206.18901 [10] Piterbarg V. I., Asymptotic Methods in the Theory of Gaussian Processes and Fields 148 (1996) · Zbl 0841.60024 [11] DOI: 10.1214/aoms/1177692638 · Zbl 0247.60031 [12] Xiao Y., Probability and Statistics with Applications (2006) [13] DOI: 10.1137/1102021 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.