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April 1996 Minima of H-valued Gaussian processes
J. M. P. Albin
Ann. Probab. 24(2): 788-824 (April 1996). DOI: 10.1214/aop/1039639362

Abstract

We study low local extremes of Gaussian random fields with values in a separable Hilbert space and constant variance. Our results are sharp for certain stationary processes on the line and for these processes we also prove global limits.

Citation

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J. M. P. Albin. "Minima of H-valued Gaussian processes." Ann. Probab. 24 (2) 788 - 824, April 1996. https://doi.org/10.1214/aop/1039639362

Information

Published: April 1996
First available in Project Euclid: 11 December 2002

zbMATH: 0870.60046
MathSciNet: MR1404528
Digital Object Identifier: 10.1214/aop/1039639362

Subjects:
Primary: 60F10 , 60G10 , 60G15 , 60G60 , 60G70

Keywords: Entropy , Esscher transform , Extrema , Gaussian process , Gaussian random field , Ornstein-Uhlenbeck process , probability on Hilbert space , stationary process

Rights: Copyright © 1996 Institute of Mathematical Statistics

Vol.24 • No. 2 • April 1996
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