Estimates for Distributions of Suprema of Spherical Random Fields

Estimates for Distributions of Suprema of Spherical Random Fields

Bounds for distributions of suprema of $\varphi$-sub-Gaussian random fields defined over the $N$-dimensional unit sphere are stated. Applications of the results to the spherical fractional Brownian motion, isotropic Gaussian fields and some other models are presented.

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Veröffentlicht in:Statistics, optimization & information computing optimization & information computing, 2023, Vol.11 (2), p.186-195
1. Verfasser: Sakhno, Lyudmyla
Format: Artikel
Sprache:eng
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Zusammenfassung:Bounds for distributions of suprema of $\varphi$-sub-Gaussian random fields defined over the $N$-dimensional unit sphere are stated. Applications of the results to the spherical fractional Brownian motion, isotropic Gaussian fields and some other models are presented.
ISSN:2311-004X
2310-5070
DOI:10.19139/soic-2310-5070-1705