Sur la densité de la distribution du maximum d'un processus gaussien

DOI10.1215/kjm/1250521069zbMath0583.60034OpenAlexW1517548140MaRDI QIDQ1069205

Michel J. G. Weber

Publication date: 1985

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521069

zbMATH Keywords

central limit theoremdensity of maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Related Items

The supremum of Gaussian processes with a constant variance ⋮ On the density of the supremum of the solution to the linear stochastic heat equation ⋮ Radiance variation relative to the solar-inclination over a Gaussian model of relief ⋮ On the distribution of the maximum of a Gaussian field with \(d\) parameters