Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)

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.

18 pages

References in corpus (1)

• Bide - Side Exponential and Moment Inequalities for Tails of Distributions of Polynomial Martingales

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