Regularity of the distribution of the maximum of a Gaussian process with regular paths;Régularité de la loi du maximum de processus gaussiens réguliers

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

Volumn 328, Issue 4, 1999, Pages 333-336

  Azaïs, Jean Marc ^a   Wschebor, Mario ^b  

^a CNRS   (France)

^b UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033074517     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(99)80220-1     Document Type: Article

References (6)

1. [1] Azaïs J.-M., Wschebor M., The Distribution of the Maximum of a Stochastic Process and the Rice Method, Preprint, 1998.
2. [2] Davies R.B., Hypothesis testing when a nuisance parameter is present only under the alternative, Biometrika 64 (1977) 247-254.
3. [3] Diebolt J., Posse C., On the Density of the Maximum of Smooth Gaussian Processes, Ann. Probab. 24 (1996) 1104-1129.
4. [4] Lifshitz M.A., Gaussian random functions, Kluwer, The Netherlands, 1995.
5. [5] Tsirelson V.S., The Density of the Maximum of a Gaussian Process, Th. Probab. Appl. 20 (1975) 817-856.
6. [6] Weber M., Sur la densité du maximum d'un processus gaussien, J. Math. Kyoto Univ. 25 (1985) 515-521.