An asymptotic bound for the tail of the distribution of the maximum of a gaussian process

Simeon M. Berman

Annales de l'I.H.P. Probabilités et statistiques (1985)

  • Volume: 21, Issue: 1, page 47-57
  • ISSN: 0246-0203

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Berman, Simeon M.. "An asymptotic bound for the tail of the distribution of the maximum of a gaussian process." Annales de l'I.H.P. Probabilités et statistiques 21.1 (1985): 47-57. <http://eudml.org/doc/77248>.

@article{Berman1985,
author = {Berman, Simeon M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {maximum of a real sample path; Fernique inequality},
language = {eng},
number = {1},
pages = {47-57},
publisher = {Gauthier-Villars},
title = {An asymptotic bound for the tail of the distribution of the maximum of a gaussian process},
url = {http://eudml.org/doc/77248},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Berman, Simeon M.
TI - An asymptotic bound for the tail of the distribution of the maximum of a gaussian process
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1985
PB - Gauthier-Villars
VL - 21
IS - 1
SP - 47
EP - 57
LA - eng
KW - maximum of a real sample path; Fernique inequality
UR - http://eudml.org/doc/77248
ER -

References

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  1. [1] S.M. Berman, Sojourns and extremes of Gaussian processes. Ann. Probability, t. 2,1974, p. 999-1026, Correction, t. 8, 1980, p. 999, Correction, t. 12, 1984, p. 281. Zbl0298.60026MR372976
  2. [2] S.M. Berman, Sojourns and extremes of stationary processes. Ann. Probability, t. 10, 1982, p. 1-46. Zbl0498.60035MR637375
  3. [3] X. Fernique, Continuité des processusGaussiens. C. R. Acad. Sci. Paris, t. 258, 1964, p. 6058-6060. Zbl0129.30101MR164365
  4. [4] X. Fernique. Régularité des Trajectoires des Fonctions Aléatoires Gaussiennes. École d'été. Calcul des Probabilités, St-Flour, 1974. Zbl0331.60025MR413238
  5. [5] M.R. Leadbetter, G. Lindgren and H. Rootzen, Extremes and Related Properties of Random Sequences and Processes. Springer-Verlag, New York, 1983. Zbl0518.60021MR691492
  6. [6] J. Pickands, III. Upcrossing probabilities for stationary Gaussian processes. Trans. Amer. Math. Soc., t. 145, 1969, p. 51-73. Zbl0206.18802MR250367

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