Extremes of Gaussian fields with a smooth random variance

被引：2
|
作者：
Popivoda, Goran [1 ]
Stamatovic, Sinisa [1 ]
机构：
[1] Univ Montenegro, Dept Math, POB 211, Podgorica 81000, Montenegro
来源：
STATISTICS & PROBABILITY LETTERS | 2016年 / 110卷
关键词：
Gaussian fields; Homogeneous random fields; Random variance; ASYMPTOTICS; SUPREMUM; TIME;
D O I：
10.1016/j.spl.2015.12.022
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we investigate the probabilities of large extremes P (Sup(t epsilon T) xi(t)eta(t) > u), as u -> infinity, where xi(t) is a centered homogeneous Gaussian random field, eta(t) is particular smooth field independent of xi(t) and T subset of R-n is a closed Jordan set. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：185 / 190
页数：6
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