Approximation of maximum of Gaussian random fields
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DOI: 10.1016/j.jmaa.2017.08.040
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 ... read more here.
Keywords: random fields; gaussian random; maximum gaussian; approximation maximum ... See more keywords