Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes

Advances in Applied Probability

Volumn 38, Issue 1, 2006, Pages 149-170

  Mercadier, Cécile ^a,b  

^a UNIVERSITÉ PAUL SABATIER   (France)

^b UNIVERSITÉ PARIS OUEST NANTERRE LA DÉFENSE   (France)

Author keywords

Absolutely continuous sample path; Distribution of the maximum; First passage time; Random field; Stochastic process; WAFO toolbox

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIATION (CALCULUS); ESTIMATION; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; VECTORS;

ABSOLUTELY CONTINUOUS SAMPLE PATH; FIRST PASSAGE TIME; NUMERICAL BOUNDS; RANDOM FIELD; WAFO TOOLBOX;

RANDOM PROCESSES;

EID: 33646101013     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1143936145     Document Type: Article

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