WIAS Preprint No. 449, (1998)

On maximum of Gaussian non-centered fields indexed on smooth manifolds


Authors

  • Piterbarg, Vladimir
  • Stamatovich, Sinisha

2010 Mathematics Subject Classification

  • 60G15 60G60

Keywords

  • Gaussian fields, large excursions, maximum tail distribution, exact asymptotics

DOI

10.20347/WIAS.PREPRINT.449

Abstract

The double sum method of evaluation of probabilities of large deviations for Gaussian processes with non-zero expectations is developed. Asymptotic behaviors of the tail of non-centered locally stationary Gaussian fields indexed on smooth manifold are evaluated. In particular, smooth Gaussian fields on smooth manifolds are considered.

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