On the supremum law of certain unbounded Gaussian processes

Authors
Wschebor, M
Citation
M. Wschebor, On the supremum law of certain unbounded Gaussian processes, CR AC S I, 331(10), 2000, pp. 823-826
Citations number
6
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
331
Issue
10
Year of publication
2000
Pages
823 - 826
Database
ISI
SICI code
0764-4442(20001115)331:10<823:OTSLOC>2.0.ZU;2-8
Abstract
We consider certain one-parameter Gaussian processes that are unbounded wit h probability 1 but are bounded above with a positive probability and compu te the asymptotic behaviour. Of the tails of the (defective) distribution o f the supremum as the level tends to +infinity. (C) 2000 Academie des scien ces/Editions scientifiques et medicales Elsevier SAS.