|
This article is cited in 1 scientific paper (total in 1 paper)
Comparison of distribution functions of maxima of Gaussian processes
V. I. Piterbarg Moscow
Abstract:
The distribution of a maximum of a Gaussian process with smooth trajectories is studied. The investigation is based on the identity (1.2). Asymptotic formulas for the tails of distribution functions are derived.
Full text:
PDF file (2640 kB)
English version:
Theory of Probability and its Applications, 1982, 26:4, 687–705
Bibliographic databases:
Received: 01.06.1978
Citation:
V. I. Piterbarg, “Comparison of distribution functions of maxima of Gaussian processes”, Teor. Veroyatnost. i Primenen., 26:4 (1981), 702–719; Theory Probab. Appl., 26:4 (1982), 687–705
Citation in format AMSBIB
\Bibitem{Pit81}
\by V.~I.~Piterbarg
\paper Comparison of distribution functions of maxima of Gaussian processes
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 4
\pages 702--719
\mathnet{http://mi.mathnet.ru/tvp3501}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=636766}
\zmath{https://zbmath.org/?q=an:0488.60051|0477.60038}
\transl
\jour Theory Probab. Appl.
\yr 1982
\vol 26
\issue 4
\pages 687--705
\crossref{https://doi.org/10.1137/1126077}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1982PM42700003}
Linking options:
http://mi.mathnet.ru/eng/tvp3501 http://mi.mathnet.ru/eng/tvp/v26/i4/p702
Citing articles on Google Scholar:
Russian citations,
English citations
Related articles on Google Scholar:
Russian articles,
English articles
This publication is cited in the following articles:
-
Adler R.J., “On excursion sets, tube formulas and maxima of random fields”, Annals of Applied Probability, 10:1 (2000), 1–74
|
Number of views: |
This page: | 300 | Full text: | 125 |
|