I'm working on estimation of parameters of stochastic processes and I can't find the simple solution of one task. Probably you know something about that and can help me. The task is: The process s(a,b) is the integral from a-b/2 to a+b/2 of Gaussian white noise n(t) (delta-correlated) but with mean <n(t)> = m(a,b). The values "a" and "b" are some non-stochastic values which are defined on area L. Also known that the function m(a,b) has one maximum at point (a0,b0). It's need to find the distribution of maximum of random field s(a,b) on values a and b (it may be asymptotical solution or solution in some particular cases). If you know something related to this task, please, answer me. Thanks. Sorry for my English (I'm from Russia). With best regards, Dr. Eugene Pronyaev. Voronezh State University mailto ( [EMAIL PROTECTED] ) =========================================================================== This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===========================================================================
