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Extremal behavior of the heat random field

Authors :
Ganna Leonenko
Yu. V. Kozachenko
Source :
Extremes. 8:191-205
Publication Year :
2005
Publisher :
Springer Science and Business Media LLC, 2005.

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.

Subjects

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

Details

ISSN :
1572915X and 13861999
Volume :
8
Database :
OpenAIRE
Journal :
Extremes
Accession number :
edsair.doi...........0ec27a3e4a6d2dcec4c21c87ded0f652

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