Austrian Journal of Statistics (Aug 2023)
Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields
Abstract
The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are provided to illustrate the results, in particular, to random fields related to stochastic partial differential equations and partial differential equations with random initial conditions.