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On maximum of Gaussian random field having unique maximum point of its variance
Extremes ( IF 1.1 ) Pub Date : 2019-05-14 , DOI: 10.1007/s10687-019-00346-2
Sergey G. Kobelkov , Vladimir I. Piterbarg

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.

中文翻译:

关于具有唯一方差最大点的高斯随机场的最大值

考虑欧几里德空间上的高斯随机场,其方差在唯一点达到最大值。在最大可能的条件下,使用Double Sum方法评估了其轨迹的绝对最大值最大的精确渐近行为。
更新日期:2019-05-14
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