Double extreme on joint sets for Gaussian random fields

DOI10.1016/j.spl.2014.05.001zbMath1298.60055OpenAlexW2034919223WikidataQ57441383 ScholiaQ57441383MaRDI QIDQ2251688

Dan Cheng

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.05.001

zbMATH Keywords

Euler characteristicexcursion probabilityGaussian random fieldsexcursion set

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Extremes of Gaussian fields with a smooth random variance

Cites Work

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• Extremes of multidimensional Gaussian processes
• On clusters of high extremes of Gaussian stationary processes with \(\epsilon \)-separation
• On the Probability of Simultaneous Extremes of Two Gaussian Nonstationary Processes
• Level Sets and Extrema of Random Processes and Fields
• Random Fields and Geometry
• Crude asymptotics of the probability of simultaneous high extrema of two Gaussian processes: the dual action functional

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