Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866911869757816832 |
|---|---|
| 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 |