On the simulation of random fields. II. (English. Ukrainian original) Zbl 1004.60032

Kozachenko, Yu. V.; Pashko, A. O.

Theory Probab. Math. Stat. 62, 51-63 (2001); translation from Teor. Jmovirn. Mat. Stat. 62, 48-60 (2000).

This article is the second part of the article [Theory Probab. Math. Stat. 61, 61-74 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 59-71 (2000; Zbl 0985.60036)]. The models which approximate random fields with the given reliability and exactness in \(C(T)\) are constructed. Estimations of distributions of the supremum of strictly sub-Gaussian random fields in \(R^{D}\) are proposed. The results are demonstrated by several examples for homogeneous and isotropic random fields.

Reviewer: A.V.Swishchuk (Kyïv)

MSC:

60G17	Sample path properties
60G60	Random fields
60G15	Gaussian processes
60G07	General theory of stochastic processes

Keywords:

random fields; modelling; estimations of distributions of supremum; sub-Gaussian fields

Citations:

Zbl 0985.60036