A formula to compute the distribution of the maximum of a random process;Une formule pour calculer la distribution du maximum d'un processus stochastique

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 324, Issue 2, 1997, Pages 225-230

  Azaïs, Jean Marc ^a   Wschebor, Mario ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030639003     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0764-4442(99)80350-4     Document Type: Article

References (10)

1. [1] Adler R. J., 1990. An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes, IMS, Hayward, Ca.
2. [2] Belyaev Yu. K., 1966. On the number of intersections of a level by a gaussian stochastic process, I. Theory Prob. Appl., 11, p. 106-113.
3. [3] Crámer H. et Leadbetter M. R., 1967. Stationary and Related Stochastic Processes, J. Wiley & Sons, New York.
4. [4] Miroshin R. N., 1983. The use of Rice Series, Th. Probab. Appl., 28, p. 714-726.
5. [5] Nualart D. et Wschebor M., 1991. Intégration par parties dans l'espace de Wiener et approximation du temps local, Prob. Th. Rel. Fields, 90, p. 83-109.
6. [6] Piterbarg V. I., 1981. Asymptotic methods in the theory of gaussian processes and fields, Th. Prob. Appl., 26, p. 687-705.
7. [7] Rice S. O., 1944-1945. Mathematical Analysis of Random Noise, Bell System Techn. J., 23, p. 282-332 ; 24, p. 45-156.
8. [7] Rice S. O., 1944-1945. Mathematical Analysis of Random Noise, Bell System Techn. J., 23, p. 282-332 ; 24, p. 45-156.
9. [8] Ripley B. D., 1987. Stochastic simulation, J. Wiley & Sons, New York.
10. [9] Wschebor M., 1985. Surfaces aléatoires. Mesure géométrique des ensembles de niveau, Lecture Notes in Mathematics, 1147, Springer-Verlag, Berlin.