Probability distributions of extremes of self-similar Gaussian random fields
Probability
2014-07-02 v1
Abstract
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized self-similar Gaussian random fields with stationary rectangular increments defined in have been presented. In our work we have used the techniques developed for the self-similar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.
Keywords
Cite
@article{arxiv.1407.0134,
title = {Probability distributions of extremes of self-similar Gaussian random fields},
author = {Vitalii Makogin and Yuriy Kozachenko},
journal= {arXiv preprint arXiv:1407.0134},
year = {2014}
}