Article ID Journal Published Year Pages File Type
5129807 Statistics & Probability Letters 2017 11 Pages PDF
Abstract

Let {Xn}n≥1 be a sequence of homogeneous Gaussian random fields with mean 0 and variance 1. Under some conditions related to the correlation function of the field, the joint limiting distribution of the maximum and the sum of the Gaussian random field is obtained. The result is also extended to continuous time Gaussian random field.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability