Extremal behavior of the heat random field

Extremal behavior of the heat random field

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. [PUBLICATION ABSTRACT]

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Bibliographische Detailangaben
Veröffentlicht in:Extremes (Boston) 2005-09, Vol.8 (3), p.191-205
Hauptverfasser: Kozachenko, Yu. V., Leonenko, G. M.
Format: Artikel
Sprache:eng
Schlagworte:
Cauchy problems
Entropy
Inequality
Normal distribution
Studies
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Beschreibung
Zusammenfassung: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. [PUBLICATION ABSTRACT]
ISSN:1386-1999
1572-915X
DOI:10.1007/s10687-006-7967-8