Geodesic
Comparison of distribution functions of maxima of Gaussian processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 702-719

Voir la notice de l'article provenant de la source Math-Net.Ru

The distribution of a maximum of a Gaussian process with smooth trajectories is studied. The investigation is based on the identity (1.2). Asymptotic formulas for the tails of distribution functions are derived. 
@article{TVP_1981_26_4_a2,
     author = {V. I. Piterbarg},
     title = {Comparison of distribution functions of maxima of {Gaussian} processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {702--719},
     publisher = {mathdoc},
     volume = {26},
     number = {4},
     year = {1981},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a2/}
}
TY  - JOUR
AU  - V. I. Piterbarg
TI  - Comparison of distribution functions of maxima of Gaussian processes
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1981
SP  - 702
EP  - 719
VL  - 26
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a2/
LA  - ru
ID  - TVP_1981_26_4_a2
ER  - 
%0 Journal Article
%A V. I. Piterbarg
%T Comparison of distribution functions of maxima of Gaussian processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1981
%P 702-719
%V 26
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a2/
%G ru
%F TVP_1981_26_4_a2
V. I. Piterbarg. Comparison of distribution functions of maxima of Gaussian processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 702-719. http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a2/