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On the Distribution of the Maximum of a Gaussian Process - MaRDI portal

On the Distribution of the Maximum of a Gaussian Process

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Publication:3738335

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DOI10.1137/1131015zbMath0602.60040OpenAlexW2049484772MaRDI QIDQ3738335

Mikhail Lifshits

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131015

zbMATH Keywords

metric entropy maximum of Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (2)

Gaussian measures on linear spaces ⋮ Mass volume curves and anomaly ranking

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