A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
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- Rychlik, Igor, 1990. "New bounds for the first passage, wave-length and amplitude densities," Stochastic Processes and their Applications, Elsevier, vol. 34(2), pages 313-339, April.
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Cited by:
- Cheng, Dan, 2016. "Excursion probability of certain non-centered smooth Gaussian random fields," Stochastic Processes and their Applications, Elsevier, vol. 126(3), pages 883-905.
- Lachièze-Rey, Raphaël, 2019. "Bicovariograms and Euler characteristic of random fields excursions," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4687-4703.
- Wenbo V. Li & Ang Wei, 2012. "A Gaussian Inequality for Expected Absolute Products," Journal of Theoretical Probability, Springer, vol. 25(1), pages 92-99, March.
- Azaïs, Jean-Marc & Delmas, Céline, 2022. "Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 411-445.
- Azaïs, Jean-Marc & Pham, Viet-Hung, 2016. "Asymptotic formula for the tail of the maximum of smooth stationary Gaussian fields on non locally convex sets," Stochastic Processes and their Applications, Elsevier, vol. 126(5), pages 1385-1411.
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Keywords
Gaussian fields Rice formula Euler-Poincare characteristic Distribution of the maximum Density of the maximum Random matrices;Statistics
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