Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square

Julia Abrahams

Stochastic Processes and their Applications, 1984, vol. 18, issue 1, 179-185

Abstract: This paper finds an expression for the distribution of the supremum on the boundary of [0,1] X [0,1] of the two-parameter Gaussian process X(s, t) with zero mean and covariance function EX(s,t)X(s',t') = (1 - s'-)+(1-t'-t)+

Keywords: two-parameter; Slepian; process; supremum; on; the; boundary (search for similar items in EconPapers)
Date: 1984
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