Probabilities of high excursions of Gaussian fields
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Cites work
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- scientific article; zbMATH DE number 1166284 (Why is no real title available?)
- scientific article; zbMATH DE number 1867216 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 227734 (Why is no real title available?)
- Asymptotic expansions for the distribution of the maximum of Gaussian random fields
- Density of the probability of a large rejection of a Gaussian stochastic process. II
- Mathematical Analysis of Random Noise
- On excursion sets, tube formulas and maxima of random fields.
- On the distribution of the maximum of a Gaussian field with \(d\) parameters
- Probability of a large excursion of a nonstationary Gaussian process. I
- Probability of a large rejection of a nonstationary Gaussian process. II
- Tail probabilities of the maxima of Gaussian random fields
- The mean number of maxima above high levels in Gaussian random fields
- Validity of the expected Euler characteristic heuristic
Cited in
(28)- Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields
- High excursion probabilities for Gaussian fields on smooth manifolds
- Extremes of Gaussian fields with a smooth random variance
- Massive excursions of Gaussian isotropic fields. Method of moments
- The Investigation of High-Level Excursions of Gaussian Fields: A Fresh Approach Involving Convexity
- On high-level exceedances of i. i. d. random fields
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields
- On the excursion area of perturbed Gaussian fields
- Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
- Tail asymptotics for the extremes of bivariate Gaussian random fields
- Large excursion probabilities for random fields close to Gaussian ones
- On the existence of paths between points in high level excursion sets of Gaussian random fields
- scientific article; zbMATH DE number 4131368 (Why is no real title available?)
- scientific article; zbMATH DE number 18823 (Why is no real title available?)
- scientific article; zbMATH DE number 4140944 (Why is no real title available?)
- Multivariate goodness-of-fit tests based on kernel density estimators
- High level excursions of Gaussian fields and the weakly optimal choice of the smoothing parameter. II
- The supremum of a particular Gaussian field
- On high-level exceedances of Gaussian fields and the spectrum of random Hamiltonians
- On the estimation of the tail probability of the maximum of a Gaussian field
- On probability of high extremes of Gaussian fields with a smooth random trend
- scientific article; zbMATH DE number 3903668 (Why is no real title available?)
- The Local Structure of a Homogeneous Gaussian Random Field in a Neighborhood of High Level Points
- Goodness-of-fit tests based on the empirical characteristic function
- Double extreme on joint sets for Gaussian random fields
- Excursion probability of Gaussian random fields on sphere
- Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
- Excursion probability of certain non-centered smooth Gaussian random fields
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