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Extremal behavior of the heat random field

Kozachenko, Yu. V. and Leonenko, Ganna M. 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: Mathematics
Medicine
MRC Centre for Neuropsychiatric Genetics and Genomics (CNGG)
Subjects: Q Science > QA Mathematics
Publisher: Springer
ISSN: 1386-1999
Last Modified: 05 Jun 2017 03:27
URI: http://orca-mwe.cf.ac.uk/id/eprint/32977

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