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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1996 Volume 41, Issue 4, Pages 755–764 (Mi tvp3200)

This article is cited in 4 papers

Local and global upper functions for random fields

S. A. Egishyants, E. I. Ostrovskiia

a Obninsk Institute for Nuclear Power Engineering

Abstract: We introduce and calculate the local and global upper functions for arbitrary, i.e., not necessarily Gaussian, random fields. Only the Cramer condition is assumed to be fulfilled for the fields under consideration. Despite the generality we show by examples that the results obtained are precise for the Gaussian fields studied earlier. Possible applications are described.

Keywords: random field, local and global modules of continuity, Young–Fenchel transform, metric entropy, exponential estimate.

Received: 14.04.1993

DOI: 10.4213/tvp3200


 English version:
Theory of Probability and its Applications, 1997, 41:4, 657–665

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