Remarks on Pickands theorem

Details Remarks on Pickands theorem Remarks on Pickands theorem

2009-04-24

arxiv.org/abs/0904.3832v1

Mathematics

Probability

Scientific paper

In this article we present Pickands theorem and his double sum method. We follow Piterbarg's proof of this theorem. Since his proof relies on general lemmas we present a complete proof of Pickands theorem using Borell inequality and Slepian lemma. The original Pickands proof is rather complicated and is mixed with upcrossing probabilities for stationary Gaussian processes. We give a lower bound for Pickands constant.

Affiliated with

Also associated with

No associations

Rating

Remarks on Pickands theorem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Remarks on Pickands theorem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Remarks on Pickands theorem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-609457