The supremum of Gaussian processes with a constant variance
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.
distribution of the large values of the supremum
scientific article; zbMATH DE number 4078392