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Teoriya Veroyatnostei i ee Primeneniya, 1986, Volume 31, Issue 1, Pages 134–142 (Mi tvp1601)  

This article is cited in 10 scientific papers (total in 10 papers)

Short Communications

The distribution of the maximum of a Gaussian process

M. A. Lifshits
Received: 07.05.1984
English version:
Theory of Probability and its Applications, 1987, Volume 31, Issue 1, Pages 125–132
DOI: https://doi.org/10.1137/1131015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. A. Lifshits, “The distribution of the maximum of a Gaussian process”, Teor. Veroyatnost. i Primenen., 31:1 (1986), 134–142; Theory Probab. Appl., 31:1 (1987), 125–132
Citation in format AMSBIB
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\by M.~A.~Lifshits
\paper The distribution of the maximum of a~Gaussian process
\jour Teor. Veroyatnost. i Primenen.
\yr 1986
\vol 31
\issue 1
\pages 134--142
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=836962}
\zmath{https://zbmath.org/?q=an:0602.60040|0589.60036}
\transl
\jour Theory Probab. Appl.
\yr 1987
\vol 31
\issue 1
\pages 125--132
\crossref{https://doi.org/10.1137/1131015}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1987G554300014}
Linking options:
  • https://www.mathnet.ru/eng/tvp1601
  • https://www.mathnet.ru/eng/tvp/v31/i1/p134
  • This publication is cited in the following 10 articles:
    1. Stephan Clémençon, Albert Thomas, “Mass volume curves and anomaly ranking”, Electron. J. Statist., 12:2 (2018)  crossref
    2. L. V. Rozovskii, “On the exact asymptotics of small deviations of $L_2$-norm for some Gaussian random fields”, Theory Probab. Appl., 63:3 (2019), 381–392  mathnet  mathnet  crossref  crossref  isi  scopus
    3. N. K. Bakirov, “Asymptotics for the probability of not exceeding a curvilinear level by a Gaussian random walk”, Izv. Math., 73:1 (2009), 47–77  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib
    4. Level Sets and Extrema of Random Processes and Fields, 2009, 373  crossref
    5. Lifshits M., Linde W., Shi Zh., “Small deviations of Gaussian random fields in L–q–spaces”, Electronic Journal of Probability, 11 (2006), 1204–1233  mathscinet  zmath  isi
    6. V. I. Bogachev, “Gaussian measures on linear spaces”, J Math Sci, 79:2 (1996), 933  crossref
    7. Michel Ledoux, Lecture Notes in Mathematics, 1648, Lectures on Probability Theory and Statistics, 1996, 165  crossref
    8. V. I. Piterbarg, V. R. Fatalov, “The Laplace method for probability measures in Banach spaces”, Russian Math. Surveys, 50:6 (1995), 1151–1239  mathnet  crossref  mathscinet  zmath  adsnasa  isi
    9. V. I. Bogachev, O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions”, Russian Math. Surveys, 45:3 (1990), 1–104  mathnet  crossref  mathscinet  zmath  isi
    10. “Summary of reports presented at session of the probability and mathematical statistics seminar at the Leningrad branch of the Steklov Institute of mathematics of the USSR Academy of Sciences (February–December 1985)”, Theory Probab. Appl., 31:3 (1987), 551–559  mathnet  mathnet  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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