An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes

DOI10.2307/3213302zbMath0459.60045OpenAlexW2322994567MaRDI QIDQ3909763

Enrique M. Cabaña, Mario Wschebor

Publication date: 1981

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

Full work available at URL: https://doi.org/10.2307/3213302

zbMATH Keywords

Slepian processesbarrier problemsupremum of multiparameter Gaussian process

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Markov processes (60J99)

Related Items (5)

The distribution of the maximum of particular random fields ⋮ Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ The Kolmogorov equation for a plane barrier problem ⋮ On the increments of the Wiener process ⋮ Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square

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