On Supremum Distribution of Averaged Deviations of Random Orlicz Processes from the Class 𝚫𝟐 | Zendy

Rostyslav Yamnenko | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On Supremum Distribution of Averaged Deviations of Random Orlicz Processes from the Class 𝚫𝟐

Author(s) -

Rostyslav Yamnenko

Publication year - 2017

Publication title -

contemporary mathematics and statistics

Language(s) - English

Resource type - Journals

eISSN - 2163-1204

pISSN - 2163-1190

DOI - 10.7726/cms.2017.1004

Subject(s) - infimum and supremum , mathematics , class (philosophy) , distribution (mathematics) , statistical physics , statistics , mathematical analysis , physics , computer science , artificial intelligence

This paper is devoted to investigation of supremum of averaged deviations over some continuous function of a stochastic process from Orlicz space of random variables specified by an Orlicz function from the class Δ. An estimate of distribution of supremum of deviations |X(t) − f(t)| is derived using method of majorizing measures. A special case of sub-Gaussian space of random variables is considered.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research