On asymptotic constants in the theory of extremes for Gaussian processes
  This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for estimating these constants. A detailed error analysis illustrates the strength of our approach. 
A.B. Dieker, B. Yakir
math.PR