In this paper we devote ourselves to extending Berman’s sojourn time method, which is thoroughly described in [1–3], to investigate the tail asymptotics of the extrema of a Gaussian random field over [0,T]d with T ∈ (0, ∞).
Liwen CHEN
,
Xiaofan PENG
. EXTREMA OF A GAUSSIAN RANDOM FIELD: BERMAN’S SOJOURN TIME METHOD[J]. Acta mathematica scientia, Series B, 2022
, 42(5)
: 1831
-1842
.
DOI: 10.1007/s10473-022-0508-y
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