{
  "id": "1206.5840",
  "version": "v3",
  "published": "2012-06-25T21:05:10.000Z",
  "updated": "2014-07-04T14:02:42.000Z",
  "title": "On asymptotic constants in the theory of extremes for Gaussian processes",
  "authors": [
    "A. B. Dieker",
    "B. Yakir"
  ],
  "comment": "Published in at http://dx.doi.org/10.3150/13-BEJ534 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)",
  "journal": "Bernoulli 2014, Vol. 20, No. 3, 1600-1619",
  "doi": "10.3150/13-BEJ534",
  "categories": [
    "math.PR"
  ],
  "abstract": "This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for estimating these constants. A detailed error analysis illustrates the strength of our approach.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2014-07-04T14:02:42.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "gaussian processes",
      "asymptotic constants",
      "detailed error analysis illustrates",
      "representation",
      "reliable algorithm"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1206.5840D"
    }
  }
}