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Averaged deviations of Orlicz processes and majorizing measures

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  • معلومة اضافية
    • بيانات النشر:
      VTeX, 2016.
    • الموضوع:
      2016
    • Collection:
      LCC:Applied mathematics. Quantitative methods
      LCC:Mathematics
    • نبذة مختصرة :
      This paper is devoted to investigation of supremum of averaged deviations $|X(t)-f(t)-\int _{\mathbb{T}}(X(u)-f(u))\hspace{0.1667em}\mathrm{d}\mu (u)/\mu (\mathbb{T})|$ of a stochastic process from Orlicz space of random variables using the method of majorizing measures. An estimate of distribution of supremum of deviations $|X(t)-f(t)|$ is derived. A special case of the $L_{q}$ space is considered. As an example, the obtained results are applied to stochastic processes from the $L_{2}$ space with known covariance functions.
    • File Description:
      electronic resource
    • ISSN:
      2351-6046
      2351-6054
      94409986
    • Relation:
      https://doaj.org/toc/2351-6046; https://doaj.org/toc/2351-6054
    • الرقم المعرف:
      10.15559/16-VMSTA64
    • الرقم المعرف:
      edsdoj.b56e71a9c9440998639216da4445b85