Extremes of Gaussian random fields with non-additive dependence structure

Long Bai, Krzysztof Debicki, Peng Liu

We derive exact asymptotics of $$\mathbb{P}\left(\underset{\mathbf{t}\in \mathcal{A}}{\sup }X(\mathbf{t})>u\right),\text{as}u\to \infty ,$$ for a centered Gaussian field $X(\mathbf{t}),~…