Some properties and estimates for φ-sub-Gaussian stochastic processes | Zendy

Olga Vasylyk | Zendy; Olha Hopkalo | Zendy; Yuriy Kozachenko | Zendy; Lyudmyla Sakhno | Zendy

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Some properties and estimates for φ-sub-Gaussian stochastic processes

Author(s) -

Olga Vasylyk,

Olha Hopkalo,

Yuriy Kozachenko,

Lyudmyla Sakhno

Publication year - 2019

Publication title -

bulletin of taras shevchenko national university of kyiv series physics and mathematics

Language(s) - English

Resource type - Journals

eISSN - 2218-2055

pISSN - 1812-5409

DOI - 10.17721/1812-5409.2019/4.3

Subject(s) - infimum and supremum , gaussian , mathematics , stochastic process , statistical physics , random variable , gaussian process , gaussian random field , probability distribution , distribution (mathematics) , statistics , mathematical analysis , physics , quantum mechanics

In this paper, there are studied properties of stochastic processes belonging to the spaces of φ-sub-Gaussian random variables Sub_φ (Ω). For the processes defined on R, we obtain conditions for boundedness and continuity with probability 1, estimates for the distribution of the supremum are also derived.

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