From subgaussianity to stochastic approximation and modelling

DOI10.17721/1812-5409.2020/3.8MaRDI QIDQ4991351zbMATH OpenOpenAlexFDO

Authors Andriy Olenko

Publication date 2 June 2021

Published in Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.17721/1812-5409.2020/3.8

zbMATH Keywords

stochastic approximationstochastic modellingsub-Gaussian process

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) General theory of stochastic processes (60G07) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(7)

• Stabilization of Subba Rao-Liporace models.
• Whittaker-Kotel'nikov-Shannon approximation of -sub-Gaussian random processes
• Professor Yu. V. Kozachenko (01.12.1940--05.05.2020) -- prominent scientist and teacher
• Meetings with Kozachenko Yu. V.
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
• Yuriy V. Kozachenko (in the occasion of 80th anniversary of his birthday)
• Directions of scientific research Yu. V. Kozachenko: statistical simulation

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