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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 4, Pages 702–719
(Mi tvp3501)
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This article is cited in 16 scientific papers (total 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
Citation:
V. I. Piterbarg, “Comparison of distribution functions of maxima of Gaussian processes”, Teor. Veroyatnost. i Primenen., 26:4 (1981), 702–719; Theory Probab. Appl., 26:4 (1982), 687–705
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