Berman, Simeon M.
The maximum of a gaussian process with nonconstant variance
Annales de l'I.H.P. Probabilités et statistiques, Tome 21 (1985) no. 4 , p. 383-391
Zbl 0577.60036 | MR 823082 | 1 citation dans Numdam
URL stable : http://www.numdam.org/item?id=AIHPB_1985__21_4_383_0

Bibliographie

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[5] X. Fernique, Certaines majorations des lois des fonctions aléatoires Gaussiennes, applications au comportement des trajectoires. Preprint, 1985.

[6] V.I. Piterbarg, V.P. Prisjaznjuk, Asymptotics of the probability of large excursions for a nonstationary Gaussian process. Theor. Probability Math. Statist., t. 19, 1978, p. 131-144 (English translation, AMS). Zbl 0433.60030