Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1016/0304-4149(84)90171-6" rel="nofollow">DOI 10.1016/0304-4149(84)90171-6</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/0545.60054" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W2093813738" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q797218" rel="nofollow">MaRDI QID Q797218</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q797218" rel="nofollow">FDO</a>

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

zbMATH Keywords

two- parameter Brownian bridgetwo-parameter Brownian sheettwo-parameter Slepian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Brownian motion (60J65)

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Cites work

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• scientific article; zbMATH DE number 3371350 (Why is no real title available?)
• A bound on the probability that a Gaussian process exceeds a given function (Corresp.)
• An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes
• Distribution estimates for functionals of the two-parameter Wiener process
• Distribution estimates of barrier-crossing probabilities of the Yeh- Wiener process
• Distribution of the supremum of the two-parameter Yeh-Wiener process on the boundary
• First Passage Time for a Particular Gaussian Process
• Some lower bounds for the distribution of the supremum of the Yeh-Wiener process over a rectangular region
• 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

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(3)

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