Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields
The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are provided to illustrate the results, in partic...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2023-08-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1753 |
| _version_ | 1827859097712590848 |
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| author | Olha Hopkalo Lyudmyla Sakhno Olga Vasylyk |
| author_facet | Olha Hopkalo Lyudmyla Sakhno Olga Vasylyk |
| author_sort | Olha Hopkalo |
| collection | DOAJ |
| description |
The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are provided to illustrate the results, in particular, to random fields related to stochastic partial differential equations and partial differential equations with random initial conditions.
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| first_indexed | 2024-03-12T13:03:30Z |
| format | Article |
| id | doaj.art-75c9ad95dca947a4b81d240916b96267 |
| institution | Directory Open Access Journal |
| issn | 1026-597X |
| language | English |
| last_indexed | 2024-03-12T13:03:30Z |
| publishDate | 2023-08-01 |
| publisher | Austrian Statistical Society |
| record_format | Article |
| series | Austrian Journal of Statistics |
| spelling | doaj.art-75c9ad95dca947a4b81d240916b962672023-08-28T18:34:38ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2023-08-0152SI10.17713/ajs.v52iSI.1753Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random FieldsOlha HopkaloLyudmyla SakhnoOlga Vasylyk The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are provided to illustrate the results, in particular, to random fields related to stochastic partial differential equations and partial differential equations with random initial conditions. https://www.ajs.or.at/index.php/ajs/article/view/1753 |
| spellingShingle | Olha Hopkalo Lyudmyla Sakhno Olga Vasylyk Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields Austrian Journal of Statistics |
| title | Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields |
| title_full | Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields |
| title_fullStr | Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields |
| title_full_unstemmed | Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields |
| title_short | Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields |
| title_sort | bounds for the tail distributions of suprema of sub gaussian type random fields |
| url | https://www.ajs.or.at/index.php/ajs/article/view/1753 |
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