Discovering of boundedness and continuity of random fields by means of partition entropic scheme

2016/10/01 by E. Ostrovsky, Ostrovsky, Eugene, L. Sirota +1
Computer Science · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Neural Networks and Applications #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1610.00191

openalex publication_date 2016/10/01 · openalex created_date 2016/10/14 · openalex updated_date 2026/07/28

Abstract

We construct a new sufficient conditions for boundedness or continuity of arbitrary random fields relying on the so-called partition scheme, alike in the classical majorizing measure method. We deduce also the used in the practice (statistics, method Monte-Carlo etc.) exact exponential estimates for tail of distribution of maximum for random field satisfying formulated in this report conditions.

Citations

• Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
• A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails

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