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Fundamentalnaya i Prikladnaya Matematika, 2020, Volume 23, Issue 1, Pages 161–174 (Mi fpm1872)  
This article is cited in 2 scientific papers (total in 2 papers)

On the maximum of a Gaussian process with unique maximum point of its variance

S. G. Kobelkova, V. I. Piterbargbca, I. V. Rodionovd, E. Hashorvae

a Lomonosov Moscow State University, Moscow, Russia
b National Research University Higher School of Economics, Moscow, Russia
c Scientific Research Institute of System Development “NIISI RAS,” Moscow, Russia
d Trapeznikov Institute of Control Sciences of RAS, Moscow, Russia
e University of Lausanne, 1015 Lausanne, Suisse
Full-text PDF (173 kB) Citations (2)
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Abstract: Gaussian random processes whose variances reach their maximum values at unique points are considered. Exact asymptotic behavior of probabilities of large absolute maximums of their trajectories have been evaluated using the double sum method under the widest possible conditions.
Funding agency Grant number
Russian Science Foundation 14-49-00079
Russian Foundation for Basic Research 19-01-00090
Swiss National Science Foundation 200021-175752
This work was partially supported by Russian Science Foundation, grant 14-49-00079, Russian Foundation for Basic Research, grant 19-01-00090, and SNSF grant 200021-175752
English version:
Journal of Mathematical Sciences (New York), 2022, Volume 262, Issue 4, Pages 504–513
DOI: https://doi.org/10.1007/s10958-022-05831-x
Document Type: Article
UDC: 519.218
Language: Russian
Citation: S. G. Kobelkov, V. I. Piterbarg, I. V. Rodionov, E. Hashorva, “On the maximum of a Gaussian process with unique maximum point of its variance”, Fundam. Prikl. Mat., 23:1 (2020), 161–174; J. Math. Sci., 262:4 (2022), 504–513
Citation in format AMSBIB
\Bibitem{KobPitRod20}
\by S.~G.~Kobelkov, V.~I.~Piterbarg, I.~V.~Rodionov, E.~Hashorva
\paper On the maximum of a~Gaussian process with unique maximum point of its variance
\jour Fundam. Prikl. Mat.
\yr 2020
\vol 23
\issue 1
\pages 161--174
\mathnet{http://mi.mathnet.ru/fpm1872}
\transl
\jour J. Math. Sci.
\yr 2022
\vol 262
\issue 4
\pages 504--513
\crossref{https://doi.org/10.1007/s10958-022-05831-x}
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Фундаментальная и прикладная математика
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