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arXiv · 0901.2714

Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution

E. Ostrovsky
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Abstract

We obtain in this paper using the saddle point method the expression for the exact asymptotic for the tail of maximum of smooth (twice continuous differentiable) random field (process) distribution.

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E. Ostrovsky. 2009-01-18. Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution. https://arxiv.org/abs/0901.2714

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