Probability distributions of extremes of selfsimilar Gaussian random fields
Abstract
We have obtained some upper bounds for the probability distribution of extremes of a selfsimilar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized selfsimilar Gaussian random fields with stationary rectangular increments defined in ${\mathbb{R}}^2_+$ have been presented. In our work we have used the techniques developed for the selfsimilar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.
 Publication:

arXiv eprints
 Pub Date:
 July 2014
 DOI:
 10.48550/arXiv.1407.0134
 arXiv:
 arXiv:1407.0134
 Bibcode:
 2014arXiv1407.0134M
 Keywords:

 Mathematics  Probability;
 60G18;
 60G60;
 60G70