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An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes

Published online by Cambridge University Press:  14 July 2016

E. M. Cabaña  and
M. Wschebor
E. M. Cabaña
Affiliation:
Universidad Simón Bolívar
M. Wschebor*
Affiliation:
Universidad Simón Bolívar
*
∗Postal address: División de Fisíca y Matemáticas, Departmento de Matemática y Ciencia de la Computación, Universidad Simón Bolívar, Sartenejas, Baruta, Edo. Miranda, Apartado Postal No. 80.659, Venezuela.
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Abstract

Using Slepian processes as a standard of comparison, estimates are given for the probability that a centered multiparameter stationary Gaussian process reaches a constant barrier u on a subset of the parameter domain.

Keywords

SUPREMUM OF MULTIPARAMETER GAUSSIAN PROCESSBARRIER PROBLEMSLEPIAN PROCESSES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 18 , Issue 2 , June 1981 , pp. 536 - 541
Copyright
Copyright © Applied Probability Trust 

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References

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