Seminars: D. A. Korshunov, V. I. Piterbarg, On extreme values of Gaussian chaos: the Laplace method

SEMINARS


Principle Seminar of the Department of Probability Theory, Moscow State University February 26, 2014 16:45, Moscow, MSU, auditorium 12-24

On extreme values of Gaussian chaos: the Laplace method D. A. Korshunov^a, V. I. Piterbarg^b ^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk ^b M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics