Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
Probability
2008-02-05 v1
Abstract
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
Cite
@article{arxiv.0802.0349,
title = {Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)},
author = {E. Ostrovsky and E. Rogover},
journal= {arXiv preprint arXiv:0802.0349},
year = {2008}
}
Comments
18 pages