DISTRIBUTION OF THE MAXIMUM OF THE CHENTSOV RANDOM FIELD

NATALIA KRUGLOVA

Theory of Stochastic Processes Vol. 14 (30), no. 1, 2008, pp. 76–81

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.

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