About: Gaussian processes

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Stochastic processes
skos:prefLabel	Gaussian processes Gauss过程 Processi gaussiani
skos:exactMatch	http://msc2010.org/resources/MSC/1991/60G15 http://msc2010.org/resources/MSC/2000/60G15
skos:notation	60G15
is Subject of	Asymptotic behavior of the Empirical Process for Gaussian data presenting seasonal long-memory On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation Distortion mismatch in the quantization of probability measures On the tails of the distribution of the maximum of a smooth stationary Gaussian process About the linear-quadratic regulator problem under a fractional Brownian perturbation Approximation of the fractional Brownian sheet VIA Ornstein-Uhlenbeck sheet Analysis of the Rosenblatt process Rough paths via sewing Lemma Gaussian and non-Gaussian processes of zero power variation Bulk-mediated Surface Diffusion on a Cylinder in the Fast Exchange Limit Small stochastic perturbations in a general fractional kinetic equation Enhanced Gaussian processes and applications Survival probabilities of autoregressive processes Some limiting laws associated with the integrated Brownian motion Anisotropic texture modeling and applications to medical image analysis Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces Bifractional Brownian motion: existence and border cases Multifractional Brownian fields indexed by metric spaces with distances of negative type The fractional mixed fractional brownian motion and fractional brownian sheet Small ball probabilities for stable convolutions Universal L s-rate-optimality of L r-optimal quantizers by dilatation and contraction On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres Manifold indexed fractional fields On ℝ d-valued peacocks From almost sure local regularity to almost sure Hausdorff dimension for Gaussian fields Operator scaled Wiener bridges Convergence of the spectrum of empirical covariance matrices for independent MRW processes Extremes and limit theorems for difference of chi-type processes Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process Estimation of the multifractional function and the stability index of linear multifractional stable processes Redundancy in Gaussian random fields On the excursion area of perturbed Gaussian fields Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster Estimation of anisotropic Gaussian fields through Radon transform Quantitative clts on a gaussian space: a survey of recent developments Sharp large deviations for Gaussian quadratic forms with applications Asymptotic behavior of differential equations driven by periodic and random processes with slowly decaying correlations On extreme value theory for group stationary Gaussian processes Efficient sequential experimental design for surrogate modeling of nested codes Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging
is narrower concept of	Stochastic processes

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