亚高斯型随机场上极值尾分布的界

IF 0.6 Q4 STATISTICS & PROBABILITY Austrian Journal of Statistics Pub Date : 2023-08-15 DOI:10.17713/ajs.v52isi.1753

O. Hopkalo, L. Sakhno, O. Vasylyk

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引用次数: 0

摘要

本文给出了特定类别的ϕ-亚高斯随机场的上界分布。所述结果取决于不同度量中字段增量的边界表示。给出了几个应用实例来说明结果，特别是与随机偏微分方程和具有随机初始条件的偏微分方程相关的随机场。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields

The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are provided to illustrate the results, in particular, to random fields related to stochastic partial differential equations and partial differential equations with random initial conditions.

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来源期刊

Austrian Journal of Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

审稿时长

24 weeks

期刊介绍： The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.