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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 4, Pages 702–719 (Mi tvp3501)
This article is cited in 16 papers

Comparison of distribution functions of maxima of Gaussian processes

V. I. Piterbarg

Moscow

Abstract: The distribution of a maximum of a Gaussian process with smooth trajectories is studied. The investigation is based on the identity (1.2). Asymptotic formulas for the tails of distribution functions are derived.

Received: 01.06.1978


 English version: Theory of Probability and its Applications, 1982, 26:4, 687–705

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