Computation of the Distribution of the Maximum of Stationary Gaussian Processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-012-9293-8.pdf
Reference24 articles.
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4. Azaïs J-M, Wschebor M (2009) Level sets and extrema of random processes and fields. Wiley, NY
5. Brodtkorb PA (2006) Evaluating nearly singular multinormal expectations with applications to wave distributions. Methodol Comput Appl Probab 8:65–91
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