A Bound for Norms in Lp(T) of Deviations of φ-sub-Gaussian Stochastic Processes

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作者
Rostyslav E. Yamnenko
机构
[1] Taras Shevchenko National University of Kyiv,Department of Probability Theory, Statistics and Actuarial Mathematics
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-sub-Gaussian stochastic process; norm of process; generalized fractional Brownian motion; 60G07; 60G18;
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摘要
We study deviations of φ-sub-Gaussian stochastic process from a measurable function and generalize the results of [6]. We obtain a bound for the distributions of norms in the space Lp(T\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathbb{T} $$\end{document}). As an example, the obtained result is applied for an aggregate of independent processes of generalized ϕ-sub-Gaussian fractional Brownian motions.
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页码:291 / 300
页数:9
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