A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail

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• 作者：Jean-Marc Azaï ; s ; Mario Wschebor
• 关键词：Gaussian fields ; Rice formula ; Euler– ; Poincaré ; characteristic ; Distribution of the maximum ; Density of the maximum ; Random matrices
• 刊名：Stochastic Processes and their Applications
• 出版年：2008
• 期刊代码：57_03044149
• 类别：mt
• 出版时间：July 2008
• 卷：118
• 期：7
• 页码：1190-1218
• 文件大小：521 K

摘要

We study the probability distribution F(u) of the maximum of smooth Gaussian fields defined on compact subsets of having some geometric regularity.