On the tails of the distribution of the maximum of a smooth stationary Gaussian process
- 15 November 2002
- journal article
- research article
- Published by EDP Sciences in ESAIM: Probability and Statistics
- Vol. 6, 177-184
- https://doi.org/10.1051/ps:2002010
Abstract
We study the tails of the distribution of the maximum of a stationary Gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order 8, we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [CITE] for a sufficiently small interval.Keywords
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