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Supremum and infimum, several gaussian variables

Jean-Claude Warmoes

Technical Report (1977)

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Abstract

Expected value of the supremum of Gaussian R.V.'S -- Expected value of the supremum of two Gaussian R.V.'S -- Expected value of supremum of three or more Gaussian R.V.'S -- Variance of the supremum of two or more Gaussian R.V.'S.

Uncontrolled Keywords

Processus gaussiens; Variables aléatoires

Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/6057/
Report number: EP-R-77-44
Date Deposited: 15 Apr 2021 15:13
Last Modified: 01 Oct 2024 18:47
Cite in APA 7: Warmoes, J.-C. (1977). Supremum and infimum, several gaussian variables. (Technical Report n° EP-R-77-44). https://publications.polymtl.ca/6057/

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