Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields

被引：0

作者：

Hopkalo, Olha ^{[1
]}

Sakhno, Lyudmyla ^{[2
]}

Vasylyk, Olga ^{[3
]}

机构：

[1] Taras Shevchenko Natl Univ Kyiv, Fac Econ, Dept Econ Cybernet, Volodymyrska Str 64, UA-01601 Kiev, Ukraine

[2] Taras Shevchenko Natl Univ Kyiv, Fac Mech & Math, Dept Probabil Theory Stat & Actuarial Math, Volodymyrska Str 64, UA-01601 Kiev, Ukraine

[3] Natl Tech Univ Ukraine, Igor Sikorsky Kyiv Polytech Inst, Dept Math Anal & Probabil Theory, Perem Ave 37, UA-03056 Kiev, Ukraine

来源：

AUSTRIAN JOURNAL OF STATISTICS | 2023年 / 52卷

关键词：

sub-Gaussian random fields; distribution of supremum; heat equation; Airy equa-tion; random initial conditions; stochastic heat equation; HEAT-TYPE EQUATIONS;

D O I：

10.17713/ajs.v52iSI.1753

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper presents bounds for the distributions of suprema for particular classes of p-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.

引用

页码：54 / 70

页数：17

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