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arXiv · 1407.0134

Probability distributions of extremes of self-similar Gaussian random fields

Vitalii Makogin·Yuriy Kozachenko
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Abstract

We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized self-similar Gaussian random fields with stationary rectangular increments defined in ${\mathbb{R}}^2_+$ have been presented. In our work we have used the techniques developed for the self-similar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.

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Vitalii Makogin, Yuriy Kozachenko. 2014-07-01. Probability distributions of extremes of self-similar Gaussian random fields. https://arxiv.org/abs/1407.0134

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