The distribution of maxima of approximately Gaussian random fields
近似高斯随机场最大值的分布
Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown “location” (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an approximation for the tail of the distribution. For the motivating class of problems this gives approximately the significance level of the maximum score test. The method is based on an application of a likelihood-ratio-identity followed by…