Asymptotic behaviour of Gaussian random fields |
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Authors: | Joaquin Ortega |
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Affiliation: | (1) Departamento de Matemáticas, Instituto Venezolano de Investigaciones Cientificas, Apartado 1827, 1010-A Caracas, Venezuela |
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Abstract: | Summary Let X={X(t), tN} be a centred Gaussian random field with covariance X(t)X(s)=r(t–s) continuous on N×N and r(0)=1. Let (t,s)=((X(t)–X(s))2)1/2; (t,s) is a pseudometric on N. Assume X is -separable. Let D1 be the unit cube in N and for 0<k, Dk= {xN: k–1xD1}, Z(k)=sup{X(t),tDk}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦8 then Z(k)-(2Nlogk)1/20 as k a.s. |
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