On the comparison of the distribution of the supremum of random fields represented by stochastic integrals

DOI10.2307/1427766zbMath0684.60039OpenAlexW4250269544MaRDI QIDQ4734574

Bruno Bassan, Enzo Orsingher

Publication date: 1989

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

Full work available at URL: https://doi.org/10.2307/1427766

zbMATH Keywords

Gaussian random fieldsdistribution of the supremumSlepian's lemmaBrownian fieldsupper bounds for the distribution of the supremum

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic integrals (60H05)

Related Items (1)

Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)

This page was built for publication: On the comparison of the distribution of the supremum of random fields represented by stochastic integrals