scientific article; zbMATH DE number 1055632

MaRDI QIDQ4350375zbMATH OpenFDO

Authors T. L. Mikhaleva, V. I. Piterbarg

Publication date 30 September 1997

zbMATH Keywords

Gaussian fielddistribution of the maximum

Mathematics Subject Classification ID

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

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(21)

• On excursion sets, tube formulas and maxima of random fields.
• Excursion probability of Gaussian random fields on sphere
• Extremes of a class of nonhomogeneous Gaussian random fields
• Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds
• High excursion probabilities for Gaussian fields on smooth manifolds
• Extremes of the standardized Gaussian noise
• Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability
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• Extremes of Shepp statistics for fractional Brownian motion
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Fast simulation for Gaussian random fields on compact Riemannian manifolds
• scientific article; zbMATH DE number 5029994 (Why is no real title available?)
• scientific article; zbMATH DE number 4199179 (Why is no real title available?)
• The tail of the maximum of smooth Gaussian fields on fractal sets
• Extrema of rescaled locally stationary Gaussian fields on manifolds
• Large deviations of Shepp statistics for fractional Brownian motion
• Theoretical analysis of nonparametric filament estimation
• scientific article; zbMATH DE number 3944972 (Why is no real title available?)
• Extremes of locally stationary Gaussian and chi fields on manifolds
• On probability of high extremes of Gaussian fields with a smooth random trend
• Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics

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