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1. Extremal behavior of the heat random field

Author

Ganna Leonenko and Yu. V. Kozachenko

Subjects
Statistics and Probability, Random field, Random variate, Convergence of random variables, Multivariate random variable, Economics, Econometrics and Finance (miscellaneous), Stochastic simulation, Mathematical analysis, Random compact set, Random element, Engineering (miscellaneous), Mathematics, Gaussian random field
Abstract

We study the exponential type inequalities for the distribution of the supremum of a random field that arises as the solution of the heat equation with a random initial condition that is a strictly sub-Gaussian random field.

Published
2005

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