On maximum of Gaussian random field having unique maximum point of its variance
Probability
2019-04-12 v1
Abstract
Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using Double Sum Method under the widest possible conditions.
Keywords
Cite
@article{arxiv.1904.05563,
title = {On maximum of Gaussian random field having unique maximum point of its variance},
author = {Sergey G. Kobelkov and Vladimir I. Piterbarg},
journal= {arXiv preprint arXiv:1904.05563},
year = {2019}
}
Comments
19 pages