Summary
We obtain an estimate of the distribution of the large values of the supremum of a sample bounded Gaussian process having a constant variance. This estimate uses the entropy function of the parameter space endowed, as usual, with the pseudo-metric induced by the L 2-norm of the increments of the process.
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Weber, M. The supremum of Gaussian processes with a constant variance. Probab. Th. Rel. Fields 81, 585–591 (1989). https://doi.org/10.1007/BF00367305
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DOI: https://doi.org/10.1007/BF00367305