Position and height of the global maximum of a twice differentiable stochastic process

DOI10.1023/A:1022542019397zbMath1025.60018OpenAlexW1742118826MaRDI QIDQ1873836

Igor Rychlik, Eva Sjö

Publication date: 27 May 2003

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022542019397

zbMATH Keywords

stochastic processesglobal maximumextremessupremumgeneralized Rice's formula

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)

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