Sur la densité du maximum d'une fonction aléatoire gaussienne

Antoine Ehrhard

Séminaire de probabilités de Strasbourg (1982)

  • Volume: 16, page 581-601

How to cite

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Ehrhard, Antoine. "Sur la densité du maximum d'une fonction aléatoire gaussienne." Séminaire de probabilités de Strasbourg 16 (1982): 581-601. <http://eudml.org/doc/113409>.

@article{Ehrhard1982,
author = {Ehrhard, Antoine},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {maximum of Gaussian process},
language = {fre},
pages = {581-601},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Sur la densité du maximum d'une fonction aléatoire gaussienne},
url = {http://eudml.org/doc/113409},
volume = {16},
year = {1982},
}

TY - JOUR
AU - Ehrhard, Antoine
TI - Sur la densité du maximum d'une fonction aléatoire gaussienne
JO - Séminaire de probabilités de Strasbourg
PY - 1982
PB - Springer - Lecture Notes in Mathematics
VL - 16
SP - 581
EP - 601
LA - fre
KW - maximum of Gaussian process
UR - http://eudml.org/doc/113409
ER -

References

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  1. [1] Borell C. : The Brunn-Minkowski inequality in Gauss space, Inv. Math.30, 1975, p. 207-216. Zbl0292.60004MR399402
  2. [2] Borell C. : Convex measure on locally convexe spaces, Ark. Math.120, 1974, p; 390 - 408 . Zbl0297.60004MR388475
  3. [3] Fernique X. : Régularité des trajectoires des fonctions aléatoires gaussiennes, Lect. Notes Math.480, 1975, p. 1-96. Zbl0331.60025MR413238
  4. [4] Hoffmann-Jorgensen : Probability in B-spaces. Aarhus universitätLect. Notes Ser.48 . Zbl0358.60002
  5. [5] Landau H.J. et Shepp L.A. : On the supremum of a gaussian process, Sankhya Ser. A, 32, 1971, P. 369-378. Zbl0218.60039MR286167
  6. [6] TSIREL'SON V.S. : The density of the maximum of a gaussian process, Theory of probability and Ap., 1975, 847-856. Zbl0348.60050
  7. [7] Ylvisaker N.D. : The expected number of zeros of a stationary gaussian process. Ann. Math. Stat.36, 1043-1046 . Zbl0139.34201MR177458

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