The distribution of maxima of approximately Gaussian random fields
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Publication:930661
DOI10.1214/07-AOS511zbMath1148.60029arXiv0710.5797MaRDI QIDQ930661
Yuval Nardi, Benjamin Yakir, David O. Siegmund
Publication date: 1 July 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.5797
Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)
Related Items (8)
Locally adaptive image denoising by a statistical multiresolution criterion ⋮ Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes ⋮ Large excursion probabilities for random fields close to Gaussian ones ⋮ Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles ⋮ Tail Approximations for Maxima of Random Fields by Likelihood Ratio Transformations ⋮ On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields ⋮ On extremal index of max-stable random fields ⋮ High-frequency asymptotics for Lipschitz-Killing curvatures of excursion sets on the sphere
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