Geodesic
On the maximum of a~Gaussian process with unique maximum point of its variance
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 161-174

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Gaussian random processes whose variances reach their maximum values at unique points are considered. Exact asymptotic behavior of probabilities of large absolute maximums of their trajectories have been evaluated using the double sum method under the widest possible conditions. 
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     author = {S. G. Kobelkov and V. I. Piterbarg and I. V. Rodionov and E. Hashorva},
     title = {On the maximum of {a~Gaussian} process with unique maximum point of its variance},
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S. G. Kobelkov; V. I. Piterbarg; I. V. Rodionov; E. Hashorva. On the maximum of a~Gaussian process with unique maximum point of its variance. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 161-174. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a8/