On the increase rate of random fields from space $Sub_{\varphi}(\Omega)$ on unbounded domains

This paper mainly focuses on the estimates for distribution of supremum for the normalized φ-sub-Gaussian random fields defined on the unbounded domain. In particular, we obtain the estimates for distribution of supremum for the normalized solution of the hyperbolic equation of mathematical physics,...

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Published in:Statistics, optimization & information computing optimization & information computing, 2014-06, Vol.2 (2), p.79
Main Authors: Kozachenko, Yuriy, Slyvka-Tylyshchak, Anna
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Language:English
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Estimates
Fields (mathematics)
Normal distribution
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description This paper mainly focuses on the estimates for distribution of supremum for the normalized φ-sub-Gaussian random fields defined on the unbounded domain. In particular, we obtain the estimates for distribution of supremum for the normalized solution of the hyperbolic equation of mathematical physics, which will be useful to construct modeless. By using this result, we can approximate the solutions of such equation with given accuracy and reliability in the uniform metric.
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subjects Estimates
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Normal distribution
title On the increase rate of random fields from space $Sub_{\varphi}(\Omega)$ on unbounded domains
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