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

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.

arXiv admin note: substantial text overlap with arXiv:1510.04182

References in corpus (2)

• Vector rearrangement invariant banach spaces of random variables with exponential decreasing tails of distributions
• Multidimensional Probabilistic Rearrangement Invariant Spaces: A New Approach

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