Asymptotic Expansions for the Distribution of the Maximum of Gaussian Random Fields

被引:0
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作者
JEAN-MARC AZAÏS
CÉLINE Delmas
机构
[1] UMR CNRS C5583 Université Paul-Sabatier,Laboratoire de Statistique et Probabilités
关键词
asymptotic expansions; Gaussian fields; maxima of random fields; rice method;
D O I
10.1023/A:1022123321967
中图分类号
学科分类号
摘要
Some asymptotic results are proved for the distribution of the maximum of a centered Gaussian random field with unit variance on a compact subset S of ℝN. They are obtained by a Rice method and the evaluation of some moments of the number of local maxima of the Gaussian field above an high level inside S and on the border ∂ S. Depending on the geometry of the border we give up to N+1 terms of the expansion sometimes with exponentially small remainder. Application to waves maximum is shown.
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页码:181 / 212
页数:31
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