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Displaying similar documents to “On the tails of the distribution of the maximum of a smooth stationary gaussian process”

A Gaussian oscillator.

Burdzy, Krzysztof, White, David (2004)

Electronic Communications in Probability [electronic only]

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On the tails of the distribution of the maximum of a smooth stationary Gaussian process

Jean-Marc Azaïs, Jean-Marc Bardet, Mario Wschebor (2010)

ESAIM: Probability and Statistics

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We study the tails of the distribution of the maximum of a stationary Gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order , we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [CITE] for a sufficiently small interval.

Linear distribution processes.

Bel, L., Oppenheim, G., Robbiano, L., Viano, M.C. (1998)

Journal of Applied Mathematics and Stochastic Analysis

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