On maximum of Gaussian random field having unique maximum point of its variance

Autor:	Kobelkov, Sergey G., Piterbarg, Vladimir I.
Rok vydání:	2019
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	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. Comment: 19 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1904.05563 Zobrazit plný text záznamu View this record from Arxiv