On maximum of Gaussian non-centered fields indexed on smooth manifolds
- Piterbarg, Vladimir
- Stamatovich, Sinisha
2010 Mathematics Subject Classification
- 60G15 60G60
- Gaussian fields, large excursions, maximum tail distribution, exact asymptotics
The double sum method of evaluation of probabilities of large deviations for Gaussian processes with non-zero expectations is developed. Asymptotic behaviors of the tail of non-centered locally stationary Gaussian fields indexed on smooth manifold are evaluated. In particular, smooth Gaussian fields on smooth manifolds are considered.