| Autor: |
Makogin, Vitalii, Kozachenko, Yuriy |
| Rok vydání: |
2014 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
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 ${\mathbb{R}}^2_+$ 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. |
| Databáze: |
arXiv |
| Externí odkaz: |
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