Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
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Publication:797218
DOI10.1016/0304-4149(84)90171-6zbMATH Open0545.60054OpenAlexW2093813738MaRDI QIDQ797218FDOQ797218
Authors: Julia Abrahams 
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90171-6
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Cites Work
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- First Passage Time for a Particular Gaussian Process
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- An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
- The supremum of a particular Gaussian field
- The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum
- Distribution estimates for functionals of the two-parameter Wiener process
- Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
- Some lower bounds for the distribution of the supremum of the Yeh-Wiener process over a rectangular region
- Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary
- A bound on the probability that a Gaussian process exceeds a given function (Corresp.)
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