A Bound for the Distribution of the Maximum of Continuous Gaussian Processes

DOI10.1214/aoms/1177697209zbMath0234.60054OpenAlexW2056663734MaRDI QIDQ5643359

Michael B. Marcus

Publication date: 1970

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

Full work available at URL: https://doi.org/10.1214/aoms/1177697209

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (13)

Approximation theory for the simulation of continuous Gaussian processes ⋮ Unilateral estimate for the supremum distribution of certain processes ⋮ Approximating a line thrown at random onto a grid ⋮ On Strassen's version of the law of the iterated logarithm for Gaussian processes ⋮ Gaussian lacunary series and the modulus of continuity for Gaussian processes ⋮ Dimension properties of sample paths of self-similar processes ⋮ Continuity of Gaussian Processes ⋮ The first zero of an empirical characteristic function ⋮ On r-quick limit sets for empirical and related processes based on mixing random variables ⋮ Maxima and High Level Excursions of Stationary Gaussian Processes ⋮ Estimation and test of jump discontinuities in varying coefficient models with empirical applications ⋮ Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes ⋮ A simple test of completeness in a class of nonparametric specification

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