Approximate tail probabilities for the maxima of some random fields
From MaRDI portal
Publication:1103951
DOI10.1214/aop/1176991769zbMath0646.60032OpenAlexW2062435564MaRDI QIDQ1103951
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991769
Random fields (60G60) Applications of statistics in engineering and industry; control charts (62P30) Large deviations (60F10) Renewal theory (60K05)
Related Items (22)
Maxima of partial sums indexed by geometrical structures ⋮ Tests for a Change Point in the Shape Parameter of Gamma Random Variables ⋮ Epidemic Change Model for the Exponential Family ⋮ Boundary crossings and the distribution function of the maximum of Brownian sheet. ⋮ Testing for a change point in a sequence of exponential random variables with repeated values ⋮ Scan statistic tail probability assessment based on process covariance and window size ⋮ On the asymptotic distribution of the scan statistic for empirical distributions ⋮ Detection and estimation of multiple transient changes ⋮ Segmentation and estimation of change-point models: false positive control and confidence regions ⋮ Log-likelihood ratio test for detecting transient change ⋮ Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks ⋮ Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing ⋮ Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment ⋮ Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions ⋮ Herbert Robbins and sequential analysis ⋮ Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression ⋮ Change-Points: From Sequential Detection to Biology and Back ⋮ Asymptotic expansions on moments of the first ladder height in Markov random walks with small drift ⋮ Unnamed Item ⋮ S3T: A score statistic for spatiotemporal change point detection ⋮ On excursion sets, tube formulas and maxima of random fields. ⋮ Graph-based change-point detection
This page was built for publication: Approximate tail probabilities for the maxima of some random fields
