Tail probabilities for the null distribution of scanning statistics


Chia-Hao Chang
2009-10-09  12:30 - 14:30
Room 405, Mathematics Research Center Building (ori. New Math. Bldg.)

In many contexts, the probability α that the maximal value of a stochastic process exceed a prespecified value is a quantity of considerable importance. The number of methods that has proved useful in higher dimensions is comparatively small. In this talk, I will report the main method recently introduced by Pollak and Yakir (1998).