Extremal behavior of the heat random field

DOI10.1007/S10687-006-7967-8MaRDI QIDQ881408zbMATH OpenOpenAlexFDO

Authors Yu. V. Kozachenko, G. M. Leonenko

Publication date 29 May 2007

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-006-7967-8

zbMATH Keywords

heat equationexponential inequalitydistribution of supremumrandom initial conditionsub-Gaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Sample path properties (60G17)

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• Sample functions of the Gaussian process

Cited in

(6)

• The heat equation on line with random right part from Orlicz space
• Emergence of heavy-tailed skew distributions from the heat equation
• Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
• 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

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