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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 2, Pages 350–358
DOI: https://doi.org/10.4213/tvp1808
(Mi tvp1808)
 

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Estimates of the distribution of the maximum of a random field

E. I. Ostrovskii

Obninsk Institute for Nuclear Power Engineering
Full-text PDF (459 kB) Citations (1)
Abstract: Let $ \xi(t) $ be a random field with values in $ \mathbb R^1$, defined for $ t \in T$, $T$ an arbitrary set. In this paper two-sided exponential estimates are derived for probabilities $ P(T,u) = \mathbb P\{\sup_{t \in T} \xi(t) > u \} $:
$$ C_1 g_2(u) \l \log P(T,u) + g_1(u) \l C_2 g_2(u), $$
where $ g_1(u) $ is a convex function, $u \to \infty \Rightarrow \lim g_1'(u) = \infty$, $\lim [g_2(u)/g_1(u)] = 0$, $C_k$ are positive numbers independent of $u$.
Keywords: entropy, spaces $ B(\varphi)$, entropy germcapacity, exponential estimate.
Received: 24.04.1995
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 2, Pages 302–310
DOI: https://doi.org/10.1137/S0040585X97976167
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. I. Ostrovskii, “Estimates of the distribution of the maximum of a random field”, Teor. Veroyatnost. i Primenen., 42:2 (1997), 350–358; Theory Probab. Appl., 42:2 (1998), 302–310
Citation in format AMSBIB
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\by E.~I.~Ostrovskii
\paper Estimates of the distribution of the maximum of a~random field
\jour Teor. Veroyatnost. i Primenen.
\yr 1997
\vol 42
\issue 2
\pages 350--358
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\transl
\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 2
\pages 302--310
\crossref{https://doi.org/10.1137/S0040585X97976167}
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  • https://www.mathnet.ru/eng/tvp1808
  • https://doi.org/10.4213/tvp1808
  • https://www.mathnet.ru/eng/tvp/v42/i2/p350
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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