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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
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
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
Linking options:
https://www.mathnet.ru/eng/tvp1808https://doi.org/10.4213/tvp1808 https://www.mathnet.ru/eng/tvp/v42/i2/p350
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