The distribution of the maximum of particular random fields
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Publication:1083119
DOI10.1016/0304-4149(86)90123-7zbMath0604.60037OpenAlexW1979091210MaRDI QIDQ1083119
B. L. Montgomery, Julia Abrahams
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90123-7
Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Brownian motion (60J65) Sample path properties (60G17)
Cites Work
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- The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
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- Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
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- Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
- First Passage Time for a Particular Gaussian Process
- An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes