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), t N} 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= {x N: k–1x D1}, Z(k)=sup{X(t),t Dk}. If X is sample continuous and ¦r(t)¦ =o(1/log¦t¦) as ¦t¦ 8 then Z(k)-(2Nlogk)1/2 0 as k a.s. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|