False alarm curve for envelope of Gaussian random field

Authors
Hill, RD Tough, RJA Ward, KD
Citation
Rd. Hill et al., False alarm curve for envelope of Gaussian random field, ELECTR LETT, 37(4), 2001, pp. 258-259
Citations number
5
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
ELECTRONICS LETTERS
ISSN journal
00135194 → ACNP
Volume
37
Issue
4
Year of publication
2001
Pages
258 - 259
Database
ISI
SICI code
0013-5194(20010215)37:4<258:FACFEO>2.0.ZU;2-7
Abstract
Tractable expressions for the probability that the global maximum of the en velope of a Gaussian random field exceeds an arbitrary threshold are provid ed: this probability is shown to be completely insensitive to the fine deta ils of the correlation function of the random field. The validity of the re sults is assessed by comparison with computer simulation, where excellent a greement is obtained.