Discretization error for the maximum of a Gaussian field
From MaRDI portal
Publication:2289797
DOI10.1016/J.SPA.2019.02.002zbMATH Open1471.60075OpenAlexW2775630571MaRDI QIDQ2289797FDOQ2289797
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
Recommendations
- On Piterbarg's max-discretisation theorem for homogeneous Gaussian random fields
- Maxima of discretely sampled random fields, with an application to 'bubbles'
- scientific article; zbMATH DE number 3982181
- scientific article; zbMATH DE number 1090136
- On maximum of Gaussian random field having unique maximum point of its variance
Cites Work
- Extremes and related properties of random sequences and processes
- Statistics for spatial data
- Discrete and continuous time extremes of Gaussian processes
- Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes
- Level Sets and Extrema of Random Processes and Fields
- On the Absolute Continuity of Distributions of Functionals of Random Processes
- Random Fields and Geometry
- On the location of the maximum of a continuous stochastic process
- Is the location of the supremum of a stationary process nearly uniformly distributed?
- A Note on the Absence of Tangencies in Gaussian Sample Paths
- Title not available (Why is that?)
- Position and height of the global maximum of a twice differentiable stochastic process
Cited In (3)
Uses Software
This page was built for publication: Discretization error for the maximum of a Gaussian field
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2289797)