Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations

Olha Hopkalo; Lyudmyla Sakhno

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arXiv · 2405.04242

Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations

Olha Hopkalo·Lyudmyla Sakhno

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Abstract

The paper presents bounds for the distributions of suprema for a particular class of sub-Gaussian type random fields defined over spaces with anisotropic metrics. The results are applied to random fields related to stochastic heat equations with fractional noise: bounds for the tail distributions of suprema and estimates for the rate of growth are provided for such fields.

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BibTeX RIS

Olha Hopkalo, Lyudmyla Sakhno. 2024-05-07. Investigation of sample paths properties of sub-Gaussian type random fields, with application to stochasic heat equations. https://arxiv.org/abs/2405.04242

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