Article ID Journal Published Year Pages File Type
7549199 Statistics & Probability Letters 2016 6 Pages PDF
Abstract
In this paper we investigate the probabilities of large extremes P(supt∈Tξ(t)η(t)>u), as u→∞, where ξ(t) is a centered homogeneous Gaussian random field, η(t) is particular smooth field independent of ξ(t) and T⊂Rn is a closed Jordan set.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Extremes of Gaussian fields with a smooth random variance
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