High Level Exceeding Probability of a Gaussian Process with Constant Variance and Variable Smoothness
F. E. Koluzanov, Vladimir Il'ich Piterbarg · Moscow University Mathematics Bulletin · 2024
Abstract Exact asymptotic behavior is evaluated for high level exceeding probability of Gaussian process with constant variance the correlation function of which satisfies the Pickands’ condition at each point, while the constants in the condition change being continuous functions.