Tail Probabilities of the Maxima of Gaussian Random Fields
Sun, Jiayang
Ann. Probab., Tome 21 (1993) no. 4, p. 34-71 / Harvested from Project Euclid
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This paper gives a general two-term approximation for the tail probability of the maxima of a class of differentiable Gaussian random fields and illustrates its potential statistical applications.
Publié le : 1993-01-14
Classification:  Gaussian random fields,  Weyl's formula,  Karhunen-Loeve expansion,  differential geometry,  Fourier series,  extreme values,  60G60,  60G15,  60F10,  62E20,  53C99 
@article{1176989393,
     author = {Sun, Jiayang},
     title = {Tail Probabilities of the Maxima of Gaussian Random Fields},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 34-71},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989393}
}

Sun, Jiayang. Tail Probabilities of the Maxima of Gaussian Random Fields. Ann. Probab., Tome 21 (1993) no. 4, pp.  34-71. http://gdmltest.u-ga.fr/item/1176989393/