We find exact upper and lower bounds for the distribution of the supremum of a homogeneous Gaussian random field with pyramidal covariance function. The upper bound comes from a reflection principle type argument. The lower bound is found by exploiting a relationship between this random field and a particular Banach space valued process in one-dimensional time.
Publié le : 1984-05-14
Classification:
Random field,
pyramidal covariance,
supremum,
60G15,
60G60,
28C20,
60G17
@article{1176993299,
author = {Adler, Robert J.},
title = {The Supremum of a Particular Gaussian Field},
journal = {Ann. Probab.},
volume = {12},
number = {4},
year = {1984},
pages = { 436-444},
language = {en},
url = {http://dml.mathdoc.fr/item/1176993299}
}
Adler, Robert J. The Supremum of a Particular Gaussian Field. Ann. Probab., Tome 12 (1984) no. 4, pp. 436-444. http://gdmltest.u-ga.fr/item/1176993299/