An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (Q1083756)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process |
scientific article |
Statements
An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (English)
0 references
1985
0 references
Some new bounds for the probability that the maximum of a real sample path continuous Gaussian process over a closed cube in \(R^ n\) or a closed subset of it exceeds some level \(u>0\) are obtained by the help of extended Fernique inequality. These estimates are compared with the original bound of Fernique.
0 references
maximum of a real sample path
0 references
Fernique inequality
0 references
