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arxiv: 1306.3397 · v4 · pith:WJ73NBS6new · submitted 2013-06-14 · 🧮 math.PR

Asymptotic formula for the tail of the maximum of smooth Stationary Gaussian fields on non locally convex sets

classification 🧮 math.PR
keywords convexlocallydimensionformulamaximumsetscasegaussian
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In this paper we consider the distribution of the maximum of a Gaussian field defined on non locally convex sets. Adler and Taylor or Aza\"\i s and Wschebor give the expansions in the locally convex case. The present paper generalizes their results to the non locally convex case by giving a full expansion in dimension 2 and some generalizations in higher dimension. For a given class of sets, a Steiner formula is established and the correspondence between this formula and the tail of the maximum is proved. The main tool is a recent result of Aza\"\i s and Wschebor that shows that under some conditions the excursion set is close to a ball with a random radius. Examples are given in dimension 2 and higher.

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