The distribution of the maximum of particular random fields

J. Abrahams and B. L. Montgomery

Stochastic Processes and their Applications, 1986, vol. 22, issue 1, 161-163

Abstract: We obtain explicit expressions for the distribution of the maximum of particular two-parameter random fields related to the one-parameter Wiener and Slepian processes. The latter expression provides a lower bound to the probability that the maximum exceeds a level for the standard two-parameter Slepian field.

Keywords: random; field; Slepian; process; maximum (search for similar items in EconPapers)
Date: 1986
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