A Bound for the Distribution of the Maximum of Continuous Gaussian Processes
From MaRDI portal
Publication:5643359
DOI10.1214/aoms/1177697209zbMath0234.60054OpenAlexW2056663734MaRDI QIDQ5643359
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697209
Related Items
Approximation theory for the simulation of continuous Gaussian processes, Unilateral estimate for the supremum distribution of certain processes, Approximating a line thrown at random onto a grid, On Strassen's version of the law of the iterated logarithm for Gaussian processes, Gaussian lacunary series and the modulus of continuity for Gaussian processes, Dimension properties of sample paths of self-similar processes, Continuity of Gaussian Processes, The first zero of an empirical characteristic function, On r-quick limit sets for empirical and related processes based on mixing random variables, Maxima and High Level Excursions of Stationary Gaussian Processes, Estimation and test of jump discontinuities in varying coefficient models with empirical applications, Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes, A simple test of completeness in a class of nonparametric specification