The Distribution of the Maximum of a Gaussian Process: Rice Method Revisited

Jean‐Marc Azäis, Mario Wschebor

Type: Book-Chapter

Publication Date: 2002-01-01

Citations: 28

DOI: https://doi.org/10.1007/978-1-4612-0063-5_15

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Birkhäuser Boston eBooks - View

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Works Cited by This (27)

Action	Title	Year	Authors
+ PDF Chat	On the density of the maximum of smooth Gaussian processes	1996	Jean Diebolt Christian Posse
+ PDF Chat	Sur la densité de la distribution du maximum d’un processus gaussien	1985	Michel Weber
+	Annals of Applied Probability	2005	Paul S. Dwyer
+	Isoperimetry and Gaussian analysis	1996	Michel Ledoux
+ PDF Chat	Probability in Banach Spaces	1976	Michel Ledoux Michel Talagrand
+	Une formule pour calculer la distribution du maximum d'un processus stochastique	1997	Jean‐Marc Azäis Mario Wschebor
+	Crossing probabilities for a square root boundary by a bessel process	1981	David M. De Long
+	The Brunn-Minkowski inequality in Gauss space	1975	Christer Borell
+ PDF Chat	Tail Probabilities of the Maxima of Gaussian Random Fields	1993	Jiayang Sun
+	The Use of Rice Series	1984	Р. Н. Мирошин