Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
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Publication:1099498
DOI10.1214/aop/1176991980zbMath0638.60059OpenAlexW2001567961MaRDI QIDQ1099498
Robert J. Adler, Gennady Samorodnitsky
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991980
Brownian sheetmetric entropylocalization procedureprobability bound for the supremum of a Gaussian process
Gaussian processes (60G15) Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Random measures (60G57)
Related Items (6)
The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics ⋮ The supremum of Gaussian processes with a constant variance ⋮ Tests of elliptical symmetry and the asymptotic tail behavior of the statistics ⋮ Statistical properties of generalized discrepancies ⋮ Extremes of totally skewed \(\alpha \)-stable processes ⋮ Probability tails of Gaussian extrema
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