期刊名称:Latin American Journal of Probability and Mathematical Statistics
电子版ISSN:1980-0436
出版年度:2014
卷号:XI
页码:161-183
出版社:Instituto Nacional De Matemática Pura E Aplicada
摘要:Let S be a regular set of Rd and X : S ! R be a Gaussian eldwith regular paths. In order to give bound to the tail of the distribution of themaximum, we use the record method of Mercadier. We present some new form indimension 2 and extend it to dimension 3 using the result of the expectation of theabsolute value of quadratic forms by Li and Wei. Comparison with other methodsis conducted.
关键词:Stochastic processes; Gaussian elds; Rice formula; distribution of the;maximum.