A BOUND FOR DISTRIBUTION OF MAXIMUM OF CONTINUOUS GAUSSIAN PROCESSES

被引:27
|
作者
MARCUS, M
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1970年 / 41卷 / 01期
关键词
D O I
10.1214/aoms/1177697209
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:305 / &
相关论文
共 50 条
  • [31] Discrete and continuous time extremes of Gaussian processes
    Piterbarg V.I.
    Extremes, 2004, 7 (2) : 161 - 177
  • [32] Distribution of the time of the maximum for stationary processes
    Mori, Francesco
    Majumdar, Satya N.
    Schehr, Gregory
    EPL, 2021, 135 (03)
  • [33] APPLICATION OF CONTINUOUS MAXIMUM PRINCIPLE TO FERMENTATION PROCESSES
    CONSTANTINIDES, A
    RAI, VR
    BIOTECHNOLOGY AND BIOENGINEERING, 1973, (04) : 663 - 680
  • [34] Distribution of the integral of maximum processes and applications
    Nguyen Tien Dung
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 471 (1-2) : 299 - 321
  • [35] An asymptotic expansion for the distribution of the maximum of a class of Gaussian fields
    Delmas, C
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1998, 327 (04): : 393 - 397
  • [36] TAIL DISTRIBUTION OF THE MAXIMUM OF CORRELATED GAUSSIAN RANDOM VARIABLES
    Botev, Zdravko I.
    Mandjes, Michel
    Ridder, Ad
    2015 WINTER SIMULATION CONFERENCE (WSC), 2015, : 633 - 642
  • [37] Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields
    JEAN-MARC AZAÏS
    CÉLINE Delmas
    Extremes, 2002, 5 (2) : 181 - 212
  • [38] Regularity of the distribution of the maximum of a Gaussian process with regular paths
    Azaïs, JM
    Wschebor, M
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1999, 328 (04): : 333 - 336
  • [39] The distribution of the maximum of a Gaussian process:: Rice method revisited
    Azaïs, JM
    Wschebor, M
    IN AND OUT OF EQUILIBRIUM: PROBABILITY WITH A PHYSICS FLAVOR, 2002, 51 : 321 - 348
  • [40] REINFORCEMENT LEARNING USING GAUSSIAN PROCESSES FOR DISCRETELY CONTROLLED CONTINUOUS PROCESSES
    De Paula, M.
    Martinez, E. C.
    LATIN AMERICAN APPLIED RESEARCH, 2013, 43 (03) : 249 - 254