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Fundamentalnaya i Prikladnaya Matematika, 1996, Volume 2, Issue 1, Pages 187–204
(Mi fpm140)
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This article is cited in 12 scientific papers (total in 12 papers)
Rice method for Gaussian random fields
V. I. Piterbarg M. V. Lomonosov Moscow State University
Abstract:
Upper estimates for the second factorial moment of the number of stationary points of paths of a Gaussian random field which are placed above some level have been obtained. Several concequences from them are given, that are superexponentially exact asymptotics of large excursions probabilities for Gaussian smooth fields.
Received: 01.10.1995
Citation:
V. I. Piterbarg, “Rice method for Gaussian random fields”, Fundam. Prikl. Mat., 2:1 (1996), 187–204
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https://www.mathnet.ru/eng/fpm140 https://www.mathnet.ru/eng/fpm/v2/i1/p187
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Abstract page: | 615 | Full-text PDF : | 332 | First page: | 2 |
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