Sur la densité de la distribution du maximum d'un processus gaussien

DOI10.1215/KJM/1250521069zbMATH Open0583.60034OpenAlexW1517548140MaRDI QIDQ1069205FDOQ1069205

Authors: Michel Weber 

Publication date: 1985

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521069

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zbMATH Keywords

central limit theoremdensity of maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05)

Cited In (6)

• Une inégalité de Bennett pour les maxima de processus empiriques. (A Bennet type inequality for maxima of empirical processes)
• On the distribution of the maximum of a Gaussian field with \(d\) parameters
• Continuous Breuer-Major theorem: tightness and nonstationarity
• The supremum of Gaussian processes with a constant variance
• Radiance variation relative to the solar-inclination over a Gaussian model of relief
• On the density of the supremum of the solution to the linear stochastic heat equation

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