The maximum distribution of a Gaussian stochastic process indexed by a local field
1989 ◽
Vol 46
(1)
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pp. 69-87
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Keyword(s):
AbstractWe consider continuous Gaussian stochastic process indexed by a compact subset of a vector space over a local field. Under suitable conditions we obtain an asymptotic expression for the probability that such a process will exceed a high level. An important component in the proof of these results is a theorem of independent interest concerning the amount of ‘time’ which the process spends at high levels.
2003 ◽
Vol 192
(2)
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pp. 546-569
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Keyword(s):
2018 ◽
Vol 56
◽
pp. 15-31
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2016 ◽
Vol 2
(2)
◽
pp. 166-169
1964 ◽
Vol 9
(3)
◽
pp. 466-469
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Keyword(s):