Conjunction probability of smooth centered Gaussian processes

DOI10.1007/s40306-019-00351-4zbMath1472.60067arXiv1909.07086OpenAlexW3009826861MaRDI QIDQ2209804

Viet-Hung Pham

Publication date: 4 November 2020

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.07086

zbMATH Keywords

Gaussian processesRice formulaPickands constantEuler characteristic methodconjunction probability

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Nonparametric statistical resampling methods (62G09)

Related Items (2)

Extrema of multi-dimensional Gaussian processes over random intervals ⋮ Unnamed Item

Cites Work

• Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
• Extremes of vector-valued Gaussian processes: exact asymptotics
• A test for a conjunction
• An approximation to cluster size distribution of two Gaussian random fields conjunction with application to fMRI data
• On the probability of conjunctions of stationary Gaussian processes
• A Gaussian kinematic formula
• Validity of the expected Euler characteristic heuristic
• Level Sets and Extrema of Random Processes and Fields
• Unnamed Item

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