Open AccessSome properties and estimates for φ-sub-Gaussian stochastic processes
Author(s) -
Olga Vasylyk,
Olha Hopkalo,
Yuriy Kozachenko,
Lyudmyla Sakhno
Publication year - 2019
Publication title -
vìsnik. serìâ fìziko-matematičnì nauki/vìsnik kiì̈vsʹkogo nacìonalʹnogo unìversitetu ìmenì tarasa ševčenka. serìâ fìziko-matematičnì nauki
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.