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Generalized Pickands constants. (English) Zbl 1144.81425

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.

MSC:

60G70 Extreme value theory; extremal stochastic processes
60G15 Gaussian processes
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