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Exponential exact estimation for maximum and minimum tail of distribution for non-Gaussian random vector

Authors :
Formica, M. R.
Ostrovsky, E.
Sirota, L.
Publication Year :
2022

Abstract

We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2206.02773
Document Type :
Working Paper