On the Distribution of the Maximum of a Gaussian Process
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1131015
Reference10 articles.
1. Itogi Nauki i Tekhniki;Davydov Yu. A.,1984
2. The Density of the Distribution of the Maximum of a Gaussian Process
3. The Fiber Method and Its Application to the Study of Functionals of Stochastic Processes
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