Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
From MaRDI portal
Publication:265644
DOI10.1016/j.spa.2015.11.007zbMath1335.60078arXiv1306.3397OpenAlexW2189354471MaRDI QIDQ265644
Viet-Hung Pham, Jean-Marc Azaïs
Publication date: 4 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.3397
Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (2)
Cites Work
- Unnamed Item
- New bounds for the first passage, wave-length and amplitude densities
- A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
- Outer Minkowski content for some classes of closed sets
- Conservative confidence bands in curvilinear regression
- On Hotelling's formula for the volume of tubes and Naiman's inequality
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Tail probability via the tube formula when the critical radius is zero
- A local Steiner-type formula for general closed sets and applications
- On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
- Tail probabilities of the maxima of Gaussian random fields
- Curvature Measures
- Level Sets and Extrema of Random Processes and Fields
- Random Fields and Geometry
- The record method for two and three dimensional parameters random fields
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
- The Distribution of the Maxima of a Random Curve
This page was built for publication: Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
