The record method for two and three dimensional parameters random fields
Probability
2013-02-06 v1
Abstract
Let be a regular set of and be Gaussian field with regular paths. In order to give bound to the tail of the distribution of the maximum, we use the record method of Mercadier. We present some new form in dimension 2 and extend it to dimension 3 using the result of the expectation of the absolute value of quadratic forms by Li and Wei. Comparison with other methods is conducted.
Keywords
Cite
@article{arxiv.1302.1017,
title = {The record method for two and three dimensional parameters random fields},
author = {Jean-Marc Azais and Viet-Hung Pham},
journal= {arXiv preprint arXiv:1302.1017},
year = {2013}
}