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Autori principali: Hopkalo, Olha, Sakhno, Lyudmyla
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2405.04242
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author Hopkalo, Olha
Sakhno, Lyudmyla
author_facet Hopkalo, Olha
Sakhno, Lyudmyla
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2405_04242
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
Hopkalo, Olha
Sakhno, Lyudmyla
Probability
35G10, 35R60, 60G20, 60G60
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.
title Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
topic Probability
35G10, 35R60, 60G20, 60G60
url https://arxiv.org/abs/2405.04242