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scientific article; zbMATH DE number 1409946
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    scientific article; zbMATH DE number 1409946

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      2 March 2000
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      stochastic processes
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      boundary value problems
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      boundary crossing probabilities
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      Orlicz spaces of random variables
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      sub-Gaussian random variables
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      hyperbolic differential equations
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      This article is the second part of the article by the same authors [ibid. 51, 81-92 (1995); resp. ibid. 51, 78-89 (1994; Zbl 0942.60039)]. It is proved that the Fourier method may be applied for the investigation of solutions of the homogeneous hyperbolic differential equation \[ {\partial\over \partial x}\Bigl(a(x){\partial\over \partial x}u(x,t)\Bigr) - b(x)u(x,t) - \rho(x) {\partial^2\over \partial t^2} u(x,t)=0, \] \[ u(0,t)\cos\alpha + {\partial\over \partial t}u(0,t)\sin\alpha =0,\;\;u(\pi,t)\cos\beta + {\partial\over \partial t}u(\pi,t)\sin\beta =0,\;\;0\leq x\leq\pi,\;0\leq t\leq T, \] with random initial conditions \(u(x,0)=\xi(t)\), \({\partial\over \partial t}u(x,0)=\eta(x)\). A solution of the equation is approximated by the sums \[ U_l^m(x,t)=\sum_{k=l}^m X_k(x)\{A_k\cos\sqrt{\lambda_k}t+ B_k/\sqrt{\lambda_k}\sin\sqrt{\lambda_k}t\}, \] where \(X_k\), \(\lambda_k\) are orthonormal eigenfunctions and eigenvalues of the corresponding Sturm-Liouville problem, resp., and \(A_k\), \(B_k\) are random coefficients that depend on the initial conditions. Under the assumption that \(\xi,\eta\in\overline{\text{Sub}}_\varphi(\Omega)\), where \(\overline{\text{Sub}}_\varphi(\Omega)\) is defined in the first part of the paper, the conditions for the uniform convergence of \(U_1^m(x,t)\) to the solution of the equation are obtained. For the probability \(\Pr\{\sup_{0\leq x\leq\pi, 0\leq t\leq T} |U_l^\infty(x,t)|>z\}\) estimates are derived with exponential rate of decrease as \(Z\to\infty\).
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