Distribution of the maximum of the Chentsov random field

Natalia Kruglova

National Technical University of Ukraine (``KPI'')

Аннотация: Let $D =[0, 1]^2$ and $X(s, t), (s, t)\in D,$ be a two-parameter Chentsov random field. The aim of this paper is to find the probability distribution of the maximum of $X(s, t)$ on a class of polygonal lines.

Ключевые слова: Two-parameter Chentsov random field, probability distribution, standard Wiener process.

Язык публикации: английский

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