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Extremal behavior of the heat random field |
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| Authors: | Yu?V?Kozachenko |
| Institution: | (1) Mechanics and Mathematics Department, Kyiv Taras Shevchenko University, Volodymyrska str. 64, Kyiv, 01033, Ukraine;(2) Cardiff School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG, UK |
| Abstract: | We study the exponential type inequalities for the distribution of the supremum of a random field that arises as the solution of the heat equation with a random initial condition that is a strictly sub-Gaussian random field. AMS 2000 Subject Classifications Primary—60G60; Secondary—60G17, 60F05 |
| Keywords: | Heat equation Random initial condition Sub-Gaussian random field Distribution of supremum Exponential inequality Orlicz spaces technique |
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