Article contents
On the maximum of random fields represented by stochastic integrals over circles
Published online by Cambridge University Press: 14 July 2016
Abstract
In this paper we obtain an upper bound for the maximum of random fields of the form , where CP denotes circles of fixed radius and dW(P′) is a plane white noise field.
The results presented are obtained by means of successive steps involving Slepian's lemma for random fields, inequalities on Brownian fields and planar stochastic integrals.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1987
References
- 1
- Cited by