Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields

E. Ostrovsky; L. Sirota

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arXiv · 1510.08945

Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields

E. Ostrovsky·L. Sirota

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Abstract

We offer in this paper the non-asymptotical bilateral sharp exponential estimates for tail of maximum distribution of {\it discontinuous} random fields. Our consideration based on the theory of Prokhorov-Skorokhod spaces of random fields and on the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.

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E. Ostrovsky, L. Sirota. 2015-10-30. Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields. https://arxiv.org/abs/1510.08945

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