Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square (Q797218): Difference between revisions

In this paper the author obtains the distribution of the supremum on the boundary of [0,1]\(\times [0,1]\) of the two-parameter Slepian process, i.e. the centered Gaussian process X with covariance function \(EX_{st}X_{s't'}=(1-| s'-s|)^+(1-| t'-t|)^+.\) The result provides a lower bound for the distribution of \(\sup \{X_{st}\); (s,t)\(\in [0,1]\times [0,1]\}\). The proof is based on the methods of \textit{C. Park} and \textit{D. L. Skoug} [Pac. J. Math. 78, 455-466 (1978; Zbl 0394.60079)] where similar results were obtained for the two-parameter Brownian sheet and the two-parameter Brownian bridge.