Minima of H-valued Gaussian processes
Albin, J. M. P.
Ann. Probab., Tome 24 (1996) no. 2, p. 788-824 / Harvested from Project Euclid
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We study low local extremes of Gaussian random fields with values in a separable Hilbert space and constant variance. Our results are sharp for certain stationary processes on the line and for these processes we also prove global limits.
Publié le : 1996-04-14
Classification:  Extrema,  Gaussian process,  Gaussian random field,  entropy,  Esscher transform,  stationary process,  Ornstein-Uhlenbeck process,  probability on Hilbert space,  60F10,  60G10,  60G15,  60G60,  60G70 
@article{1039639362,
     author = {Albin, J. M. P.},
     title = {Minima of H-valued Gaussian processes},
     journal = {Ann. Probab.},
     volume = {24},
     number = {2},
     year = {1996},
     pages = { 788-824},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1039639362}
}

Albin, J. M. P. Minima of H-valued Gaussian processes. Ann. Probab., Tome 24 (1996) no. 2, pp.  788-824. http://gdmltest.u-ga.fr/item/1039639362/