On the supremum law of certain unbounded Gaussian processes;Sur la loi du sup de certains processus gaussiens non bornés

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

Volumn 331, Issue 10, 2000, Pages 823-826

  Wschebor, Mario ^a  

^a UNIVERSIDAD DE LA REPÚBLICA   (Uruguay)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18744425033     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(00)01714-6     Document Type: Article

References (6)

1. [1] Azaïs J.-M., Wschebor M., On the regularity of the distribution of the maximum of one-parameter Gaussian processes, Probab. Theor. and Rel. Fields (2000) (to appear).
2. [2] Borell C., The Brünn-Minkowski inequality in Gauss space, Invent. Math. 30 (1975) 207-216.
3. [3] Fernique X., Régularité des trajectoires des fonctions aléatoires gaussiennes, in: École d'eté de probabilités de Saint-Flour, Lect. Notes in Math. 480, Springer-Verlag, New York, 1974.
4. [4] Landau H.J., Shepp L.A., On the supremum of a Gaussian process, Sankya Ser. A 32 (1970) 369-378.
5. [5] Lifshits M.A., Gaussian Random Functions, Kluwer, The Netherlands, 1995.
6. [6] Marcus M.B., Shepp L.A., Sample behaviour of Gaussian processes, Proc. Sixth Berkeley Symp. Math. Statist. Prob. 2 (1972) 423-442.