Une formule pour calculer la distribution du maximum d'un processus stochastique
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Publication:4342553
DOI10.1016/S0764-4442(99)80350-4zbMath0880.60056MaRDI QIDQ4342553
Mario Wschebor, Jean-Marc Azaïs
Publication date: 23 June 1997
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0764-4442(99)80350-4
60G15: Gaussian processes
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
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