Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square

DOI10.1016/0304-4149(84)90171-6zbMath0545.60054OpenAlexW2093813738MaRDI QIDQ797218

Julia Abrahams

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90171-6

zbMATH Keywords

two- parameter Brownian bridgetwo-parameter Brownian sheettwo-parameter Slepian process

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65)

Related Items (1)

The distribution of the maximum of particular random fields

Cites Work

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• The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
• The supremum of a particular Gaussian field
• Distribution estimates for functionals of the two-parameter Wiener process
• Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
• First Passage Time for a Particular Gaussian Process
• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
• Some lower bounds for the distribution of the supremum of the Yeh-Wiener process over a rectangular region
• Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary
• A bound on the probability that a Gaussian process exceeds a given function (Corresp.)

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