Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 702-719
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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/
@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},
year = {1981},
volume = {26},
number = {4},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a2/
%G ru
%F TVP_1981_26_4_a2
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.
