TAIL PROBABILITIES OF THE MAXIMA OF GAUSSIAN RANDOM-FIELDS

成果类型:
Article
署名作者:
SUN, JY
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176989393
发表日期:
1993
页码:
34-71
关键词:
摘要:
This paper gives a general two-term approximation for the tail probability of the maxima of a class of differentiable Gaussian random fields and illustrates its potential statistical applications.