On maximum of Gaussian random field having unique maximum point of its variance

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using Double Sum Method under the widest possible conditions.

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Veröffentlicht in:	Extremes (Boston) 2019-09, Vol.22 (3), p.413-432
Hauptverfasser:	Kobelkov, Sergey G., Piterbarg, Vladimir I.
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Civil Engineering Economics Environmental Management Euclidean space Fields (mathematics) Finance Hydrogeology Insurance Management Mathematics and Statistics Quality Control Reliability Safety and Risk Statistics Statistics for Business Trajectory analysis
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Beschreibung
Zusammenfassung:	Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using Double Sum Method under the widest possible conditions.
ISSN:	1386-1999 1572-915X
DOI:	10.1007/s10687-019-00346-2