Projections on spherical cones, maximum of Gaussian fields and Rice's method

Using Rice's method to obtain the distribution of the maximum of Gaussian random fields we give the distribution of the length of the projection of a Gaussian variable onto any convex or non-convex spherical cone.

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Year of publication:	2003
Authors:	Delmas, Céline
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 3, p. 263-270
Publisher:	Elsevier
Keywords:	Cone Gaussian field Maximum Projection Rice's method

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319781