The supremum of Gaussian processes with a constant variance (Q1112445)
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scientific article; zbMATH DE number 4078392
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| English | The supremum of Gaussian processes with a constant variance |
scientific article; zbMATH DE number 4078392 |
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The supremum of Gaussian processes with a constant variance (English)
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1989
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We obtain an estimate of the distribution of the large values of the supremum of a sample bounded Gaussian process having a constant variance. This estimate uses the entropy function of the parameter space endowed, as usual, with the pseudo-metric induced by the \(L^ 2\)-norm of the increments of the process.
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distribution of the large values of the supremum
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entropy function
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pseudo-metric
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0.8424242734909058
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0.8074231743812561
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