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Summary: The distribution of the maximum
The regularity of the density
Non-asymptotic bounds
Second order study
Some applications of an implicit formula for the maximum of a Gaussian random
Some applications of an implicit formula for the
maximum of a Gaussian random field
Joint work with Mario Wschebor
Bannf febr. 23 2009
Jean-Marc AZA¨IS
Institut de Math´ematiques, Universit´e de Toulouse
Jean-Marc AZA¨IS ( Institut de Math´ematiques, Universit´e de Toulouse ) 1 / 29
The distribution of the maximum
The regularity of the density
Non-asymptotic bounds
Second order study
Some applications of an implicit formula for the maximum of a Gaussian random
The distribution of the maximum
1 The distribution of the maximum
The implicit formula
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