Regularity of the distribution of the maximum of a Gaussian process with regular paths

被引：2
|
作者：
Azaïs, JM
Wschebor, M
机构：
[1] Univ Toulouse 3, Lab Stat & Probabilites, UMR CNRS C55830, F-31062 Toulouse, France
[2] Univ Republica, Fac Ciencias, Ctr Matemat, Montevideo 11400, Uruguay
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1999年 / 328卷 / 04期
关键词：
D O I：
10.1016/S0764-4442(99)80220-1
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Let X be a real-valued Gaussian process with a one-dimensional parameter If the sample paths of X are of class C-2k, k integer and if the marginal distributions of X and its derivatives have no degeneracy, then the distribution function of the maximum on a bounded interval is of class C-k. We give a recurrence method allowing to express the derivatives by means of certain implicit formulae. (C) Academie des Sciences/Elsevier, Paris.
引用
收藏
页码：333 / 336
页数：4
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