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A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail

Authors:	Jean-Marc Azaïs Mario Wschebor

Institution:	1. Laboratoire de Statistique et Probabilités, IMT, UMR-CNRS 5219, Université Paul Sabatier, 118, route de Narbonne, 31062 Toulouse Cedex 9, France;2. Centro de Matemática, Facultad de Ciencias, Universidad de la República, Calle Igua 4225, 11400 Montevideo, Uruguay

Abstract:	We study the probability distribution F(u) $F (u)$ of the maximum of smooth Gaussian fields defined on compact subsets of R^d $R^{d}$ having some geometric regularity.

Keywords:	primary 60G70 secondary 60G15
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