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Abstract

As we have already mentioned more than once before, one of the oldest and most important problems in the study of stochastic processes of any kind is to evaluate the excursion probabilities where f is a random process over some parameter set T . As usual, we shall restrict ourselves to the case in which f is centered and Gaussian and T is compact for the canonical metric of (1.3.1).

Keywords

Covariance Function Gaussian Process Maximal Variance Unique Point Entropy Function 
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Copyright information

© Springer Science+Business Media LLC 2007

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