Distribution of the maximum of the Chentsov random field

• Date: 2008
• Main Author: Kruglova, N.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4538
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Distribution of the maximum of the Chentsov random field / N. Kruglova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 76–81. — Бібліогр.: 8 назв.— англ.

Let D = [0, 1]^2 and X(s, t), (s, t) belongs 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.