Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
E. Ostrovsky, E. Rogover
TL;DR
This paper derives precise exponential bounds for the maximum distribution of random fields using majoring measures and generic chaining, providing non-asymptotic tail estimates.
Contribution
It introduces exact exponential tail bounds for random field maxima based on majoring measures and generic chaining techniques.
Findings
Provides non-asymptotic exponential tail bounds for random fields.
Utilizes majoring measures and generic chaining for precise estimates.
Enhances understanding of maximum distribution behavior in random fields.
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.
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Taxonomy
TopicsAnalysis of environmental and stochastic processes · Probabilistic and Robust Engineering Design · Soil Geostatistics and Mapping