Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129807 | Statistics & Probability Letters | 2017 | 11 Pages |
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.
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