Probability distributions of extremes of self-similar Gaussian random fields
Abstract
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized self-similar 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 self-similar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.
- Publication:
-
arXiv e-prints
- Pub Date:
- July 2014
- DOI:
- 10.48550/arXiv.1407.0134
- arXiv:
- arXiv:1407.0134
- Bibcode:
- 2014arXiv1407.0134M
- Keywords:
-
- Mathematics - Probability;
- 60G18;
- 60G60;
- 60G70