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 2 of their papers we have counts for

collaborators

2 papers

math.PR2005

Summation test for gap penalties and strong law of the local alignment score

Hock Peng Chan

A summation test is proposed to determine admissible types of gap penalties for logarithmic growth of the local alignment score. We also define a converging sequence of log moment…

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.…