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arxiv: 1407.0134 · v1 · pith:F4W55GOKnew · submitted 2014-07-01 · 🧮 math.PR

Probability distributions of extremes of self-similar Gaussian random fields

classification 🧮 math.PR
keywords fieldsgaussianprobabilityself-similarextremesrandomdefineddistributions
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We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized self-similar Gaussian random fields with stationary rectangular increments defined in ${\mathbb{R}}^2_+$ have been presented. In our work we have used the techniques developed for the self-similar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.

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