Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields

2015/10/30 by E. Ostrovsky, Ostrovsky, E., L. Sirota +1 · 2 citations
Engineering · Environmental Science · Mathematics · #3D Modeling in Geospatial Applications #Analysis of environmental and stochastic processes #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1510.08945

arXiv admin note: substantial text overlap with arXiv:1510.04182

arxiv created 2015/10/30 · openalex publication_date 2015/10/30 · arxiv updated 2015/11/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We offer in this paper the non-asymptotical bilateral sharp exponential estimates for tail of maximum distribution of \it discontinuous random fields. Our consideration based on the theory of Prokhorov-Skorokhod spaces of random fields and on the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.

Citations

• Vector rearrangement invariant banach spaces of random variables with exponential decreasing tails of distributions

Cited by

• Prokhorov-Skorokhod continuity of random fields. A natural approach
• Equivalence between tails, Grand Lebesgue Spaces and Orlicz norms for random variables without Cramer's condition

Related

• Exponential exact estimation for maximum and minimum tail of distribution for non-Gaussian random vector
• Prokhorov-Skorokhod continuity of random fields. A natural approach
• Exact Asymptotic for the Tail of Maximum of Smooth Random Field Distribution
• Almost sure convergence for the maximum of nonstationary random fields
• Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)