Projections on spherical cones, maximum of Gaussian fields and Rice's method

Céline Delmas

Statistics & Probability Letters, 2003, vol. 64, issue 3, 263-270

Abstract: Using Rice's method to obtain the distribution of the maximum of Gaussian random fields we give the distribution of the length of the projection of a Gaussian variable onto any convex or non-convex spherical cone.

Keywords: Cone; Gaussian; field; Maximum; Projection; Rice's; method (search for similar items in EconPapers)
Date: 2003
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