The supremum of Gaussian processes with a constant variance
type: Item
instance of: scholarly article
title: The supremum of Gaussian processes with a constant variance
zbMATH Open document ID: 0659.60060
DOI: 10.1007/BF00367305
publication date: 1989-01-01T00:00:00Z
review text: We obtain an estimate of the distribution of the large values of the supremum of a sample bounded Gaussian process having a constant variance. This estimate uses the entropy function of the parameter space endowed, as usual, with the pseudo-metric induced by the \(L^ 2\)-norm of the increments of the process.
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60E99
zbMATH DE Number: 4078392
zbMATH Keywords: distribution of the large values of the supremum
zbMATH Keywords: entropy function
zbMATH Keywords: pseudo-metric
author: Michel Weber
MaRDI profile type: Publication
cites work: Tail behaviour for the suprema of Gaussian processes with applications to empirical processes
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cites work: Q3884893
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4078392