Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

DOI10.1214/009117905000000378zbMath1106.60022arXivmath/0412428OpenAlexW2019533923MaRDI QIDQ2493175

Hock Peng Chan, Tze Leung Lai

Publication date: 12 June 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0412428

zbMATH Keywords

multivariate empirical process

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Large deviations (60F10) Zero-one laws (60F20)

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