An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (Q1083756)
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scientific article; zbMATH DE number 3978052
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| English | An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process |
scientific article; zbMATH DE number 3978052 |
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An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process (English)
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1985
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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.
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maximum of a real sample path
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Fernique inequality
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0.8323110342025757
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0.7902969121932983
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0.7858076095581055
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