The distribution of the maximum of particular random fields

DOI10.1016/0304-4149(86)90123-7zbMath0604.60037OpenAlexW1979091210MaRDI QIDQ1083119

B. L. Montgomery, Julia Abrahams

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90123-7

zbMATH Keywords

Wiener sheetGaussian random fielddistribution of maximumSlepian sum field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Sample path properties (60G17)

Cites Work

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• The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
• The supremum of a particular Gaussian field
• Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
• Distribution estimates for functionals of the two-parameter Wiener process
• Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
• First Passage Time for a Particular Gaussian Process
• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes