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

页码：185 / 190

页数：6

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