An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments

DOI10.2307/3213789zbMath0607.60031OpenAlexW2317772282MaRDI QIDQ3746587

Simeon M. Berman

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213789

zbMATH Keywords

maximastationary increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17)

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