On Extremes of Stationary Gaussian Processes

By Patrik Albin, Dept. of Math. Chalmers

We study extremes over compacts of right-stationary Gaussian
processes on groups, for covariance pseudo-metrics with O-regularly
varying covering numbers. This unifies and abstracts continuous and
discrete parameter extremes of processes and random fields. Further,
many more processes are stationary for abtract group operations than
for Euclidian addition, and relations to Haar measure become trans-
parent.

One example with products of fields is used to recover and extend
known Euclidian results, and results by Evans for local fields.
Other examples lack coordinatewise field structure. Several
examples concern processes that are not stationary in usual sense.

The manuscript is on the www

http://www.math.chalmers.se/~palbin/gauss.ps
http://www.math.chalmers.se/~palbin/gauss.pd