Discretization error for the maximum of a Gaussian field

DOI10.1016/J.SPA.2019.02.002MaRDI QIDQ2289797zbMATH OpenOpenAlexFDO

Authors Jean-Marc Azaïs, Malika Chassan

Publication date 24 January 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2019.02.002

zbMATH Keywords

Gaussian fielddiscretization errorfield maximumSlepian model

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60)

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Cites work

• scientific article; zbMATH DE number 3226547 (Why is no real title available?)
• A Note on the Absence of Tangencies in Gaussian Sample Paths
• Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
• Discrete and continuous time extremes of Gaussian processes
• Extremes and related properties of random sequences and processes
• Is the location of the supremum of a stationary process nearly uniformly distributed?
• Level Sets and Extrema of Random Processes and Fields
• On the Absolute Continuity of Distributions of Functionals of Random Processes
• On the location of the maximum of a continuous stochastic process
• Position and height of the global maximum of a twice differentiable stochastic process
• Random Fields and Geometry
• Statistics for spatial data

Cited in

(3)

• The harmonic mean formula for random processes
• The relation between wave asymmetry and particle orbits analysed by Slepian models
• Maximin location: Discretization not always works

Describes a project that uses

Uses Software

• WAFO
• RandomFields

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