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

Authors

  • Olha Hopkalo
  • Lyudmyla Sakhno
  • Olga Vasylyk

DOI:

https://doi.org/10.17713/ajs.v52iSI.1753

Abstract

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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Published

2023-08-15

How to Cite

Hopkalo, O., Sakhno, L., & Vasylyk, O. (2023). Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields. Austrian Journal of Statistics, 52(SI), 54–70. https://doi.org/10.17713/ajs.v52iSI.1753