Abstract
Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using Double Sum Method under the widest possible conditions.
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20 November 2020
In the proof of Proposition 3 below formula (31)
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Acknowledgments
Partially supported by Russian Science Foundation, grant 14-49-00079. The authors thank Enkelejd Hashorva for fruitful discussions.
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Kobelkov, S.G., Piterbarg, V.I. On maximum of Gaussian random field having unique maximum point of its variance. Extremes 22, 413–432 (2019). https://doi.org/10.1007/s10687-019-00346-2
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DOI: https://doi.org/10.1007/s10687-019-00346-2