Lindgren, Georg Gaussian integrals and Rice series in crossing distributions – to compute the distribution of maxima and other features of Gaussian processes. (English) Zbl 1420.62071 Stat. Sci. 34, No. 1, 100-128 (2019). MSC: 62E15 60G15 62G30 PDFBibTeX XMLCite \textit{G. Lindgren}, Stat. Sci. 34, No. 1, 100--128 (2019; Zbl 1420.62071) Full Text: DOI Euclid
Mercadier, Cécile Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes. (English) Zbl 1099.60026 Adv. Appl. Probab. 38, No. 1, 149-170 (2006). MSC: 60G15 60G60 60G70 62G05 PDFBibTeX XMLCite \textit{C. Mercadier}, Adv. Appl. Probab. 38, No. 1, 149--170 (2006; Zbl 1099.60026) Full Text: DOI