Computation of the Distribution of the Maximum of Stationary Gaussian Processes

Methodology and Computing in Applied Probability

Volumn 15, Issue 4, 2013, Pages 969-985

  Azaïs, Jean Marc ^a   Genz, Alan ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Distribution of the maximum; Gaussian processes; Gaussian vector; Quasi Monte Carlo integration; Time series

Indexed keywords

EID: 84885864246     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-012-9293-8     Document Type: Article

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