EXTREMES OF alpha(t)-LOCALLY STATIONARY GAUSSIAN RANDOM FIELDS

摘要

The main result of this contribution is the derivation of the exact asymptotic behavior of the supremum of a class of alpha(t)-locally stationary Gaussian random fields. We present two applications of our result: the first one deals with the extremes of aggregate multifractional Brownian motions, whereas the second one establishes the exact asymptotics of the supremum of the x-process generated by multifractional Brownian motions.