Exponential exact estimation for maximum and minimum tail of distribution for non-Gaussian random vector
Probability
2022-06-09 v1
Abstract
We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.
Cite
@article{arxiv.2206.02773,
title = {Exponential exact estimation for maximum and minimum tail of distribution for non-Gaussian random vector},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2206.02773},
year = {2022}
}