Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations

2024/05/07 by Olha Hopkalo, Hopkalo, Olha, Lyudmyla Sakhno +1
Economics, Econometrics and Finance · Environmental Science · #35G10 #35R60 #60G20 #60G60 #Analysis of environmental and stochastic processes #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2405.04242

openalex publication_date 2024/05/07 · openalex created_date 2024/05/11 · openalex updated_date 2026/07/28

Abstract

The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations with fractional noise: bounds for the tail distributions of suprema and estimates for the rate of growth are provided for such fields.

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