A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail (Q939394): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spa.2007.07.016 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2162309629 / rank | |||
Normal rank |
Revision as of 20:40, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail |
scientific article |
Statements
A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail (English)
0 references
22 August 2008
0 references
The authors study the probability distribution \(F(u)\) of the maximum of smooth Gaussian fields defined on compact subsets of \(\mathbb{R}^d\) having some geometric regularity. The main result is a general implicit expression for the density of \(F\). Explicit bounds for the density as well as improved expansions for \(1-F(u)\) for large \(u\) are deduced.
0 references
Gaussian fields
0 references
Rice formula
0 references
Euler-Poincaré characteristic
0 references
distribution of the maximum
0 references
density of the maximum
0 references
random matrices
0 references