Article contents
The maximum distribution of a Gaussian stochastic process indexed by a local field
Published online by Cambridge University Press: 09 April 2009
Abstract
We consider continuous Gaussian stochastic process indexed by a compact subset of a vector space over a local field. Under suitable conditions we obtain an asymptotic expression for the probability that such a process will exceed a high level. An important component in the proof of these results is a theorem of independent interest concerning the amount of ‘time’ which the process spends at high levels.
MSC classification
- Type
- Research Article
- Information
- Copyright
- Copyright © Australian Mathematical Society 1989
References
- 1
- Cited by