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On the maximum of random fields represented by stochastic integrals over circles

Published online by Cambridge University Press:  14 July 2016

Enzo Orsingher
Enzo Orsingher*
Affiliation:
University of Rome
*
∗ Postal address: Dipartimento di Statistica, Probabilità e Statistiche Applicate, Università di Roma ‘La Sapienza', Piazzale Aldo Moro 5, 00185 Roma, Italy.
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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.

Keywords

BROWNIAN RANDOM FIELDSSLEPIAN'S LEMMA

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 3 , September 1987, pp. 574 - 585
Copyright
Copyright © Applied Probability Trust 1987 

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