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January, 1993 Tail Probabilities of the Maxima of Gaussian Random Fields
Jiayang Sun
Ann. Probab. 21(1): 34-71 (January, 1993). DOI: 10.1214/aop/1176989393

Abstract

This paper gives a general two-term approximation for the tail probability of the maxima of a class of differentiable Gaussian random fields and illustrates its potential statistical applications.

Citation

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Jiayang Sun. "Tail Probabilities of the Maxima of Gaussian Random Fields." Ann. Probab. 21 (1) 34 - 71, January, 1993. https://doi.org/10.1214/aop/1176989393

Information

Published: January, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0772.60038
MathSciNet: MR1207215
Digital Object Identifier: 10.1214/aop/1176989393

Subjects:
Primary: 60G60
Secondary: 53C99 , 60F10 , 60G15 , 62E20

Keywords: Differential geometry , Extreme values , Fourier series , Gaussian random fields , Karhunen-Loeve expansion , Weyl's formula

Rights: Copyright © 1993 Institute of Mathematical Statistics

Vol.21 • No. 1 • January, 1993
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