Excursion probability of certain non-centered smooth Gaussian random fields
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Publication:5962611
DOI10.1016/j.spa.2015.10.003zbMath1334.60086arXiv1502.04414OpenAlexW1752596790WikidataQ57433117 ScholiaQ57433117MaRDI QIDQ5962611
Publication date: 15 February 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.04414
Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)
Cites Work
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- Distribution of the height of local maxima of Gaussian random fields
- Tail probabilities of the maxima of Gaussian random fields
- Validity of the expected Euler characteristic heuristic
- Positive definite functions on spheres
- Asymptotic Approximations of Integrals
- Level Sets and Extrema of Random Processes and Fields
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