Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution

Abstract

We obtain in this paper using the saddle point method the expression for the exact asymptotic for the tail of maximum of smooth (twice continuous differentiable) random field (process) distribution.

References in corpus (2)

• Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
• Exponential Bounds in the Law of Iterated Logarithm for Martingales