Acta mathematica scientia,Series B ›› 2022, Vol. 42 ›› Issue (5): 1831-1842.doi: 10.1007/s10473-022-0508-y

• Articles • Previous Articles    

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.

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

CLC Number: 

  • 60G15
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