Extremal behavior of the heat random field

Kozachenko, Yu. V. and Leonenko, Ganna M. ORCID: https://orcid.org/0000-0001-8025-661X 2006. Extremal behavior of the heat random field. Extremes 8 (3) , pp. 191-205. 10.1007/s10687-006-7967-8

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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.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Mathematics Schools > Medicine Research Institutes & Centres > MRC Centre for Neuropsychiatric Genetics and Genomics (CNGG)
Subjects:	Q Science > QA Mathematics
Publisher:	Springer
ISSN:	1386-1999
Last Modified:	20 Oct 2022 09:44
URI:	https://orca.cardiff.ac.uk/id/eprint/32977

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