Journal of Applied Probability, Vol. 22, No. 1 (Mar., 1985), pp. 99-122 (24 pages) Under mild conditions an explicit expression is obtained for the first-passage density of sample paths of a ...
Let X = {X(x): x ∊ 𝕊N} be a real-valued, centered Gaussian random field indexed on the N -dimensional unit sphere 𝕊N. Approximations to the excursion probability ℙ{supx∊𝕊N X(x) ≥ u}, as →∞, are ...
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