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Asymptotic behaviour of Gaussian random fields
Authors:Joaquin Ortega
Affiliation:(1) Departamento de Matemáticas, Instituto Venezolano de Investigaciones Cientificas, Apartado 1827, 1010-A Caracas, Venezuela
Abstract:Summary Let X={X(t), tisinRopfN} be a centred Gaussian random field with covariance EscrX(t)X(s)=r(t–s) continuous on RopfN×RopfN and r(0)=1. Let sgr(t,s)=(Escr(X(t)–X(s))2)1/2; sgr(t,s) is a pseudometric on RopfN. Assume X is sgr-separable. Let D1 be the unit cube in RopfN and for 0<kisinRopf, Dk= {xisinRopfN: k–1xisinD1}, Z(k)=sup{X(t),tisinDk}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦rarrsim8 then Z(k)-(2Nlogk)1/2rarr0 as krarrinfin a.s.
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