Estimates for Distributions of Suprema of Spherical Random Fields

  • Lyudmyla Sakhno Taras Shevchenko National University of Kyiv
Keywords: $\varphi$-sub-Gaussian random fields, distribution of supremum, spherical fractional Brownian motion, isotropic Gaussian random fields.

Abstract

Bounds for distributions of suprema of $\varphi$-sub-Gaussian random fields defined over the $N$-dimensional unit sphere are stated. Applications of the results to the spherical fractional Brownian motion, isotropic Gaussian fields and some other models are presented.

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Published
2022-11-04
How to Cite
Sakhno, L. (2022). Estimates for Distributions of Suprema of Spherical Random Fields. Statistics, Optimization & Information Computing, 11(2), 186-195. https://doi.org/10.19139/soic-2310-5070-1705
Section
Research Articles