Extremal behavior of the heat random field
From MaRDI portal
The authors consider the Cauchy problem for the \(n\)-dimensional heat equation \({\partial u\over\partial t}=\mu\Delta u\), \(t>0\), \(x\in \mathbb R^{n}\), \(\mu>0\), subject to the random initial condition \(u(0,x)=\eta(x)\), \(x\in \mathbb R^{n}\), where \(u=u(t,x)\), \(t>0\), \(x\in \mathbb R^{n}\); \(\Delta\) is Laplacian and \(\eta(x)\), \(x\in \mathbb R^{n}\), is a random field. The exponential type inequality for the distribution of the supremum of the solution of the considered Cauchy problem is obtained.
Recommendations
- scientific article; zbMATH DE number 1862953
- scientific article; zbMATH DE number 6458608
- Behavior of the solution of a random semilinear heat equation
- Large deviations for a stochastic model of heat flow
- scientific article; zbMATH DE number 1862914
- Extremes of the stochastic heat equation with additive Lévy noise
- On the asymptotic behavior of solutions of the heat equation with a random, long-range correlated potential
- Stochastic heat equations with random initial conditions
- The random heat equation in dimensions three and higher: the homogenization viewpoint
- Extremes in random fields. A theory and its applications
Cites work
- Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
- Extremes and related properties of random sequences and processes
- Fractional diffusion and fractional heat equation
- scientific article; zbMATH DE number 3858094 (Why is no real title available?)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- scientific article; zbMATH DE number 1944326 (Why is no real title available?)
- scientific article; zbMATH DE number 1862914 (Why is no real title available?)
- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 1433619 (Why is no real title available?)
- Majorizing measures: The generic chaining
- On extremal theory for self-similar processes
- Path space large deviations of a large buffer with Gaussian input traffic
- Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
- Sample functions of the Gaussian process
Cited in
(6)- Emergence of heavy-tailed skew distributions from the heat equation
- Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
- The heat equation on line with random right part from Orlicz space
- scientific article; zbMATH DE number 1862914 (Why is no real title available?)
- scientific article; zbMATH DE number 1862953 (Why is no real title available?)
- The Cauchy problem for the heat equation on the plane with a random right part from the Orlicz space
This page was built for publication: Extremal behavior of the heat random field
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q881408)
