The maximum of a gaussian process with nonconstant variance

Simeon M. Berman

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

  • Volume: 21, Issue: 4, page 383-391
  • ISSN: 0246-0203

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Berman, Simeon M.. "The maximum of a gaussian process with nonconstant variance." Annales de l'I.H.P. Probabilités et statistiques 21.4 (1985): 383-391. <http://eudml.org/doc/77264>.

@article{Berman1985,
author = {Berman, Simeon M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {maximum; Fernique's condition; sample continuity},
language = {eng},
number = {4},
pages = {383-391},
publisher = {Gauthier-Villars},
title = {The maximum of a gaussian process with nonconstant variance},
url = {http://eudml.org/doc/77264},
volume = {21},
year = {1985},
}

TY - JOUR
AU - Berman, Simeon M.
TI - The maximum of a gaussian process with nonconstant variance
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1985
PB - Gauthier-Villars
VL - 21
IS - 4
SP - 383
EP - 391
LA - eng
KW - maximum; Fernique's condition; sample continuity
UR - http://eudml.org/doc/77264
ER -

References

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  1. [1] S.M. Berman, An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process. Ann. Inst. Henri Poincaré, t. 21, 1985, p. 47-57. Zbl0605.60043MR791269
  2. [2] S.M. Berman, An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments. J. Applied Probability, t. 22, 1985, p. 454-460. Zbl0607.60031MR789369
  3. [3] C. Borell, The Brunn-Minkowski Inequality in Gauss space. Invent. Math., t. 30, 1975, p. 207-216. Zbl0292.60004MR399402
  4. [4] X. Fernique, Continuité des processus Gaussiens. C. R. Acad. Sci. Paris, t. 258, 1964, p. 6058-6060. Zbl0129.30101MR164365
  5. [5] X. Fernique, Certaines majorations des lois des fonctions aléatoires Gaussiennes, applications au comportement des trajectoires. Preprint, 1985. 
  6. [6] V.I. Piterbarg, V.P. Prisjaznjuk, Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Theor. Probability Math. Statist., t. 19, 1978, p. 131-144 (English translation, AMS). Zbl0433.60030

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