On the tails of the distribution of the maximum of a smooth stationary Gaussian process

DOI10.1051/ps:2002010zbMath1009.60022MaRDI QIDQ3150220

Jean-Marc Azaïs, Mario Wschebor, Jean-Marc Bardet

Publication date: 30 September 2002

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2002__6__177_0

zbMATH Keywords

stationary Gaussian processes; spectral moment; distribution of maximum

Mathematics Subject Classification ID

60G15: Gaussian processes

60E05: Probability distributions: general theory

Related Items

The mean Euler characteristic and excursion probability of Gaussian random fields with stationary increments, The distribution of maxima of approximately Gaussian random fields, A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail, Validity of the expected Euler characteristic heuristic

Cites Work

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