Extremes of Gaussian chaos processes with trend

Long Bai*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)


Let X(t)=(X1(t),…,Xd(t)),t∈[0,S] be a Gaussian vector process and let g(x),x∈Rd be a continuous homogeneous function. We are concerned with the exact tail asymptotic of the chaos process g(X(t)),t∈[0,S] with a trend function h(t). Both scenarios X(t) is locally-stationary and X(t) is non-stationary are considered. Important examples include the product of Gaussian processes and chi-processes.

Original languageEnglish
Pages (from-to)1358-1376
Number of pages19
JournalJournal of Mathematical Analysis and Applications
Issue number2
Publication statusPublished - 15 May 2019


  • Asymptotic methods
  • Gaussian chaos
  • Gaussian vector processes
  • Pickands constant

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