Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (Q5475394): Difference between revisions

Latest revision as of 17:14, 24 June 2024

scientific article; zbMATH DE number 5033691

Language	Label	Description	Also known as
English	Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes	scientific article; zbMATH DE number 5033691

Statements

instance of

scholarly article

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title

Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes (English)

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zbMATH Open document ID

1099.60026

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DOI

10.1239/aap/1143936145

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author

Cécile Mercadier

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published in

Advances in Applied Probability

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publication date

19 June 2006

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Mathematics Subject Classification ID

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absolutely continuous sample path

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first passage time

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WAFO toolbox

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describes a project that uses

QSIMVN

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WAFO

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1239/aap/1143936145

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Asymptotic expansions for the distribution of the maximum of Gaussian random fields

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Q4793303

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On the distribution of the maximum of a Gaussian field with \(d\) parameters

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Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process

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Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases

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Excursions above high levels for stationary Gaussian processes

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Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

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Projections on spherical cones, maximum of Gaussian fields and Rice's method.

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Crossing probabilities for a square root boundary by a bessel process

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Random polynomials having few or no real zeros

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The first-passage density of a continuous gaussian process to a general boundary

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Persistence of a continuous stochastic process with discrete-time sampling: Non-Markov processes

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Q5565773

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Likelihood ratio inequalities with applications to various mixtures

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A normal comparison inequality and its applications

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Lower tail probabilities for Gaussian processes.

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Small values of the maximum for the integral of fractional Brownian motion

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Q4864754

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A note on Durbin's formula for the first-passage density

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Tail probabilities of the maxima of Gaussian random fields

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On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains

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Validity of the expected Euler characteristic heuristic

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Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics

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Estimating the number of peaks in a random field using the Hadwiger characteristic of excursion sets, with applications to medical images

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A Note on the Absence of Tangencies in Gaussian Sample Paths

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5475394

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+Asymptotic expansions for the distribution of the maximum of Gaussian random fields
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+Normal rank
@@ Property / cites work @@
+On the distribution of the maximum of a Gaussian field with \(d\) parameters
+Normal rank
@@ Property / cites work @@
+Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
+Normal rank
@@ Property / cites work @@
+Excursions above high levels for stationary Gaussian processes
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Projections on spherical cones, maximum of Gaussian fields and Rice's method.
+Normal rank
@@ Property / cites work @@
+Crossing probabilities for a square root boundary by a bessel process
+Normal rank
@@ Property / cites work @@
+Random polynomials having few or no real zeros
@@ Property / cites work: Random polynomials having few or no real zeros / rank @@
+Normal rank
@@ Property / cites work @@
+The first-passage density of a continuous gaussian process to a general boundary
+Normal rank
@@ Property / cites work @@
+Persistence of a continuous stochastic process with discrete-time sampling: Non-Markov processes
+Normal rank
@@ Property / cites work @@
+Q5565773
@@ Property / cites work: Q5565773 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood ratio inequalities with applications to various mixtures
+Normal rank
@@ Property / cites work @@
+A normal comparison inequality and its applications
+Normal rank
@@ Property / cites work @@
+Lower tail probabilities for Gaussian processes.
@@ Property / cites work: Lower tail probabilities for Gaussian processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Small values of the maximum for the integral of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on Durbin's formula for the first-passage density
+Normal rank
@@ Property / cites work @@
+Tail probabilities of the maxima of Gaussian random fields
+Normal rank
@@ Property / cites work @@
+On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
+Normal rank
@@ Property / cites work @@
+Validity of the expected Euler characteristic heuristic
+Normal rank
@@ Property / cites work @@
+Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics
+Normal rank
@@ Property / cites work @@
+Estimating the number of peaks in a random field using the Hadwiger characteristic of excursion sets, with applications to medical images
+Normal rank
@@ Property / cites work @@
+A Note on the Absence of Tangencies in Gaussian Sample Paths
+Normal rank
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+Publication:5475394