Large deviations for the maxima of some random fields
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Publication:1088280
DOI10.1016/0196-8858(86)90003-5zbMath0612.60029OpenAlexW2053398053MaRDI QIDQ1088280
Michael L. Hogan, David O. Siegmund
Publication date: 1986
Published in: Advances in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0196-8858(86)90003-5
Brownian bridgeasymptotical behaviourlarge deviations for the maxima of some random fieldslarge deviations of Kolmogorov-Smirnov statistics
Related Items (9)
Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ Approximation of Kolmogorov–Smirnov test statistic ⋮ Estimation of change-point models ⋮ Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression ⋮ Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices ⋮ Maxima of moving sums in a Poisson random field ⋮ On excursion sets, tube formulas and maxima of random fields. ⋮ A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations ⋮ Approximate \(p\)-values for local sequence alignments.
Cites Work
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- Association of normal random variables and Slepian's inequality
- Approximations for the probability of ruin within finite time
- Corrected diffusion approximations in certain random walk problems
- The minimum of an additive process with applications to signal estimation and storage theory
- Asymptotic Properties of Gaussian Random Fields
- Upcrossing Probabilities for Stationary Gaussian Processes
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