Estimates of distributions for some functionals of stochastic processes from an Orlicz space

被引：1

作者：

Kozachenko, Yuriy ^{[1
]}

Sergiienko, Mykola ^{[1
]}

机构：

[1] Kyiv Natl Taras Shevchenko Univ, Dept Probabil Theory Stat & Actuarial Math, 64 Volodymyrska St, UA-01601 Kiev, Ukraine

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2014年 / 22卷 / 02期

关键词：

Method of majorizing measures; Orlicz space; Gaussian stochastic processes; square Gaussian stochastic processes;

D O I：

10.1515/rose-2014-0007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider stochastic processes from an Orlicz space of random variables. There are obtained estimates for distributions of some functionals from this space. Square Gaussian stochastic processes are investigated in more detail.

引用

页码：65 / 72

页数：8

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