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Volumn 15, Issue 1 A, 2005, Pages 254-278

On the distribution of the maximum of a Gaussian field with d parameters

Author keywords

Gaussian fields; Regularity of the distribution of the maximum; Rice formula

Indexed keywords


EID: 14544289144     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/105051604000000602     Document Type: Article
Times cited : (37)

References (22)
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    • On the expected condition number of linear programming problems
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  • 10
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    • On the density of the maximum of smooth Gaussian processes
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  • 13
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    • Landau, H.J.1    Shepp, L.A.2
  • 17
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    • Rice's method for large excursions of Gaussian random fields
    • Univ. North Carolina
    • PITERBARG, V. I. (1996b). Rice's method for large excursions of Gaussian random fields. Technical Report 478, Univ. North Carolina.
    • (1996) Technical Report , vol.478
    • Piterbarg, V.I.1
  • 18
    • 0038336161 scopus 로고    scopus 로고
    • Euler characteristics for Gaussian fields on manifolds
    • TAYLOR, J. E. and ADLER R. J. (2002). Euler characteristics for Gaussian fields on manifolds. Ann. Probab. 30 533-563.
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    • Taylor, J.E.1    Adler, R.J.2
  • 19
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    • Validity of the expected Euler characteristic heuristic
    • To appear
    • TAYLOR, J. E., TAKEMURA, A. and ADLER, R. (2004). Validity of the expected Euler characteristic heuristic. Ann. Probab. To appear.
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    • Taylor, J.E.1    Takemura, A.2    Adler, R.3
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    • The density of the maximum of a Gaussian process
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  • 21
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    • Sur la densité du maximum d'un processus gaussien
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  • 22
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.