Browsing ORIE Technical Reports by Subject "exceedance probabilities"
Now showing items 1-2 of 2
(2015-01-28)How likely is the high level of a continuous Gaussian random field on an Euclidean space to have a ``hole'' of a certain dimension and depth? Questions of this type are difficult, but in this paper we make progress on ...
(2012-03-27)The structure of Gaussian random fields over high levels is a well researched and well understood area, particularly if the field is smooth. However, the question as to whether or not two or more points which lie in ...