A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail

DOI10.1016/j.spa.2007.07.016zbMath1149.60033OpenAlexW2162309629MaRDI QIDQ939394

Mario Wschebor, Jean-Marc Azaïs

Publication date: 22 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.spa.2007.07.016

zbMATH Keywords

random matricesdistribution of the maximumEuler-Poincaré characteristicGaussian fieldsRice formuladensity of the maximum

Mathematics Subject Classification ID

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

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