The maximum of a Gaussian process whose mean path has a maximum, with an application to the strength of bundles of fibres

DOI10.2307/1427162zbMath0675.60031OpenAlexW2317347609MaRDI QIDQ3830302

Henry E. Daniels

Publication date: 1989

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427162

zbMATH Keywords

simulationBrownian bridgecovariance structureproperties of the minimum of a Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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