Rice method for Gaussian random fields
Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 1, pp. 187-204
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Upper estimates for the second factorial moment of the number of stationary points of paths of a Gaussian random field which are placed above some level have been obtained. Several concequences from them are given, that are superexponentially exact asymptotics of large excursions probabilities for Gaussian smooth fields.
@article{FPM_1996_2_1_a9,
author = {V. I. Piterbarg},
title = {Rice method for {Gaussian} random fields},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {187--204},
publisher = {mathdoc},
volume = {2},
number = {1},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_1996_2_1_a9/}
}
V. I. Piterbarg. Rice method for Gaussian random fields. Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 1, pp. 187-204. http://geodesic.mathdoc.fr/item/FPM_1996_2_1_a9/