کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156357 958823 2016 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets
ترجمه فارسی عنوان
فرمول همبستگی برای دم حداکثر میدان های گازی صاف ثابت در مجموعه های غیر محصور غیر محلی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی

In this paper we consider the distribution of the maximum of a Gaussian field defined on non locally convex sets. Adler and Taylor or Azaïs and Wschebor give the expansions in the locally convex case. The present paper generalizes their results to the non locally convex case by giving a full expansion in dimension 2 and some generalizations in higher dimension. For a given class of sets, a Steiner formula is established and the correspondence between this formula and the tail of the maximum is proved. The main tool is a recent result of Azaïs and Wschebor that shows that under some conditions the excursion set is close to a ball with a random radius. Examples are given in dimension 2 and higher.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 126, Issue 5, May 2016, Pages 1385–1411
نویسندگان
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