Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)

2008/02/04 by E. Ostrovsky, Ostrovsky, E., E. Rogover +1 · 10 citations
Environmental Science · Decision Sciences · #Analysis of environmental and stochastic processes #Probabilistic and Robust Engineering Design #Soil Geostatistics and Mapping

paper · pdf · doi:10.48550/arxiv.0802.0349

Abstract

In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.

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