Extremal behavior of the heat random field

DOI10.1007/s10687-006-7967-8zbMath1115.60054OpenAlexW2043870561MaRDI QIDQ881408

G. M. Leonenko, Yuriy Vasil'ovich Kozachenko

Publication date: 29 May 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-006-7967-8

zbMATH Keywords

heat equationexponential inequalitydistribution of supremumrandom initial conditionsub-Gaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

Related Items (2)

The heat equation on line with random right part from Orlicz space ⋮ Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes

Cites Work

• Extremes and related properties of random sequences and processes
• On extremal theory for self-similar processes
• Path space large deviations of a large buffer with Gaussian input traffic
• Sample functions of the Gaussian process
• Majorizing measures: The generic chaining
• Fractional diffusion and fractional heat equation
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
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