{ "id": "1407.0134", "version": "v1", "published": "2014-07-01T08:07:59.000Z", "updated": "2014-07-01T08:07:59.000Z", "title": "Probability distributions of extremes of self-similar Gaussian random fields", "authors": [ "Vitalii Makogin", "Yuriy Kozachenko" ], "categories": [ "math.PR" ], "abstract": "We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the normalized self-similar Gaussian random fields with stationary rectangular increments defined in ${\\mathbb{R}}^2_+$ have been presented. In our work we have used the techniques developed for the self-similar fields and based on the classical series analysis of the maximal probability bounding from below for the Gaussian fields.", "revisions": [ { "version": "v1", "updated": "2014-07-01T08:07:59.000Z" } ], "analyses": { "subjects": [ "60G18", "60G60", "60G70" ], "keywords": [ "probability distribution", "stationary rectangular increments", "normalized self-similar gaussian random fields", "gaussian fields", "maximal probability" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1407.0134M" } } }