Remarks on Pickands theorem

@inproceedings{Michna2009RemarksOP,
  title={Remarks on Pickands theorem},
  author={Zbigniew Michna},
  year={2009}
}
  • Zbigniew Michna
  • Published 2009
  • Mathematics
  • In this article we present Pickands theorem and his double sum method. We follow Piterbarg's proof of this theorem. Since his proof relies on general lemmas we present a complete proof of Pickands theorem using Borell inequality and Slepian lemma. The original Pickands proof is rather complicated and is mixed with upcrossing probabilities for stationary Gaussian processes. We give a lower bound for Pickands constant. 

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