Talks

Tail probabilities for the null distribution of scanning statistics

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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).