Une formule pour calculer la distribution du maximum d'un processus stochastique

DOI10.1016/S0764-4442(99)80350-4zbMath0880.60056OpenAlexW1964747557MaRDI QIDQ4342553

Mario Wschebor, Jean-Marc Azaïs

Publication date: 23 June 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80350-4

zbMATH Keywords

stationary Gaussian processescontinuous pathsmaximum of a random process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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