Some lower bounds for the distribution of the supremum of the Yeh-Wiener process over a rectangular region

DOI10.2307/3212734zbMath0323.60078OpenAlexW2007671190MaRDI QIDQ4086542

Arthur H. C. Chan

Publication date: 1975

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

Full work available at URL: https://doi.org/10.2307/3212734

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Markov processes (60J99)

Related Items (3)

Unnamed Item ⋮ Maximum of stable random fields with independent increments ⋮ Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square

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