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The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail

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Publication:751036
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DOI10.1214/aop/1176991419zbMath0714.60035OpenAlexW2047052425MaRDI QIDQ751036

Simeon M. Berman, Norio Kono

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991419


zbMATH Keywords

Gaussian processcontinuous sample paths


Mathematics Subject Classification ID

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


Related Items (6)

On empirical estimation of mode based on weakly dependent samples ⋮ Asymptotic behaviour of high Gaussian minima ⋮ Length of stationary Gaussian excursions ⋮ Approximation of sojourn times of Gaussian processes ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ On partial sums of a gaussian sequence with stationary increments




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