数学物理学报(英文版) ›› 2022, Vol. 42 ›› Issue (5): 1831-1842.doi: 10.1007/s10473-022-0508-y

• 论文 • 上一篇    

EXTREMA OF A GAUSSIAN RANDOM FIELD: BERMAN’S SOJOURN TIME METHOD

Liwen CHEN, Xiaofan PENG   

  1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, 611731, China
  • 收稿日期:2021-03-10 修回日期:2022-05-13 发布日期:2022-11-02
  • 通讯作者: Xiaofan Peng,E-mail:xfpengnk@126.com E-mail:xfpengnk@126.com
  • 基金资助:
    The second author was partially supported by National Natural Science Foundation of China (11701070, 71871046) and Ronglian Scholarship Fund.

EXTREMA OF A GAUSSIAN RANDOM FIELD: BERMAN’S SOJOURN TIME METHOD

Liwen CHEN, Xiaofan PENG   

  1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, 611731, China
  • Received:2021-03-10 Revised:2022-05-13 Published:2022-11-02
  • Contact: Xiaofan Peng,E-mail:xfpengnk@126.com E-mail:xfpengnk@126.com
  • Supported by:
    The second author was partially supported by National Natural Science Foundation of China (11701070, 71871046) and Ronglian Scholarship Fund.

摘要: In this paper we devote ourselves to extending Berman’s sojourn time method, which is thoroughly described in [1–3], to investigate the tail asymptotics of the extrema of a Gaussian random field over [0,T]d with T ∈ (0, ∞).

关键词: tail asymptotics, sojourn time, Gaussian random field, extreme, stationarity

Abstract: In this paper we devote ourselves to extending Berman’s sojourn time method, which is thoroughly described in [1–3], to investigate the tail asymptotics of the extrema of a Gaussian random field over [0,T]d with T ∈ (0, ∞).

Key words: tail asymptotics, sojourn time, Gaussian random field, extreme, stationarity

中图分类号: 

  • 60G15