Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (Q2493175): Difference between revisions
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English | Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices |
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Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices (English)
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12 June 2006
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The boundary crossing probabilities for several classes of Gaussian random fields are studied. These classes of fields include sums of i.i.d. random variables with multidimensional indices, multivariate empirical processes, and scan statistics in charge-point and signal detection. Some results related to the Poisson clumping heuristic and tube formulae of Gaussian fields are also discussed.
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multivariate empirical process
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