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arxiv: 1109.3895 · v1 · pith:NTT4C55Enew · submitted 2011-09-18 · 🧮 math.PR

The tail of the maximum of smooth Gaussian fields on fractal sets

classification 🧮 math.PR
keywords distributionfieldfractalgaussianmaximumsmoothtailasymptotic
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We study the probability distribution of the maximum $M_S $ of a smooth stationary Gaussian field defined on a fractal subset $S$ of $\R^n$. Our main result is the equivalent of the asymptotic behavior of the tail of the distribution $\P(M_S>u)$ as $u\rightarrow +\infty.$ The basic tool is Rice formula for the moments of the number of local maxima of a random field.

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