Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution

2009/01/18 by Ostrovsky, E.
#FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)

paper · doi:10.48550/arxiv.0901.2714

Abstract

We obtain in this paper using the saddle point method the expression for the exact asymptotic for the tail of maximum of smooth (twice continuous differentiable) random field (process) distribution.

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