On the tails of the distribution of the maximum of a smooth stationary Gaussian process

نویسنده

  • Jean-Marc Bardet
چکیده

This paper deals with the asymptotic behavior when the level tends to +1, of the tail of the distribution of the maximum of a stationary Gaussian process on a xed interval of the line. For processes satisfying certain regularity conditions, we give a second order term for this asymptotics.

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تاریخ انتشار 2007