Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields
Probability
2015-11-02 v1
Abstract
We offer in this paper the non-asymptotical bilateral sharp exponential estimates for tail of maximum distribution of {\it discontinuous} random fields. Our consideration based on the theory of Prokhorov-Skorokhod spaces of random fields and on the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.
Cite
@article{arxiv.1510.08945,
title = {Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1510.08945},
year = {2015}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1510.04182