Extremes of multidimensional stationary Gaussian random fields
Probability
2018-05-14 v3
Abstract
Let be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function satisfying conditions for every and , as , with constants . The main result of this contribution is the description of the asymptotic behaviour of , as , for some Jordan-measurable sets of volume proportional to .
Cite
@article{arxiv.1610.02888,
title = {Extremes of multidimensional stationary Gaussian random fields},
author = {Natalia Soja-Kukieła},
journal= {arXiv preprint arXiv:1610.02888},
year = {2018}
}