Distribution of the height of local maxima of Gaussian random fields

DOI10.1007/s10687-014-0211-zzbMath1319.60106arXiv1307.5863OpenAlexW2083261149WikidataQ41833730 ScholiaQ41833730MaRDI QIDQ2352976

Dan Cheng, Armin Schwartzman

Publication date: 7 July 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5863

zbMATH Keywords

Riemannian manifoldEuler characteristiclocal maximaGaussian random fieldsGaussian orthogonal ensembleisotropic field

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Exact distribution theory in statistics (62E15) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (13)

Excursion probability of Gaussian random fields on sphere ⋮ Extremes of Gaussian fields with a smooth random variance ⋮ Extremes of threshold-dependent Gaussian processes ⋮ On the distribution of the critical values of random spherical harmonics ⋮ Extremes of Gaussian random fields with regularly varying dependence structure ⋮ On generalised Piterbarg constants ⋮ Expected number and height distribution of critical points of smooth isotropic Gaussian random fields ⋮ Multiple testing of local maxima for detection of peaks on the (celestial) sphere ⋮ Excursion probability of certain non-centered smooth Gaussian random fields ⋮ On critical points of Gaussian random fields under diffeomorphic transformations ⋮ Multiple Testing of Local Extrema for Detection of Change Points ⋮ A note on global suprema of band-limited spherical random functions ⋮ High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Excursion probability of Gaussian random fields on sphere
• Strictly and non-strictly positive definite functions on spheres
• Multiple testing of local maxima for detection of peaks in 1D
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• Multiple testing of local maxima for detection of peaks in random fields
• Local maxima of Gaussian fields
• Erratum to: ``A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail [Stochastic Process. Appl. 118 (7) (2008) 1190-1218]
• Positive definite functions on spheres
• Complexity of Random Energy Landscapes, Glass Transition, and Absolute Value of the Spectral Determinant of Random Matrices
• Random Fields on the Sphere
• Stochastic and Integral Geometry
• Random Fields and Geometry

This page was built for publication: Distribution of the height of local maxima of Gaussian random fields