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Approximation of maximum of Gaussian random fields

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This contribution is concerned with Gumbel limiting results for supremum M-n = sup(t epsilon[0,Tn])X(n)(t)vertical bar with X (n) ,n epsilon N-2 centered Gaussian random fields with continuous traj ... Click to show full abstract

This contribution is concerned with Gumbel limiting results for supremum M-n = sup(t epsilon[0,Tn])X(n)(t)vertical bar with X (n) ,n epsilon N-2 centered Gaussian random fields with continuous traj ...

Keywords: random fields; gaussian random; maximum gaussian; approximation maximum

Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2018

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