most citedMaxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

47 citations · 47 across the 1 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2004★ 47 cited

Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices

Hock Peng Chan, Tze Leung Lai

Several classical results on boundary crossing probabilities of Brownian motion and random walks are extended to asymptotically Gaussian random fields, which include sums of i.i.d.…