Distribution of the supremum of the two-parameter slepian process on the boundary of the unit square☆

This paper finds an expression for the distribution of the supremum on the boundary of [0,1] X [0,1] of the two-parameter Gaussian process X(s, t) with zero mean and covariance function EX(s,t)X(s',t') = (1 - s'-)+(1-t'-t)+