Conditions for the uniform convergence of wavelet expansions of stochastic processes from \(\mathbf{F}_\psi(\Omega)\) spaces (Q6600523)

The main result of the paper are conditions for the uniform convergence of wavelet expansions of random processes from the space \(\mathbf{F}_\psi(\Omega)\). These conditions are based on estimates for the distribution of suprema on \(\mathbb{R}\) for the stochastic processes from \(\mathbf{F}_\psi(\Omega)\) spaces and uniform convergence of separable measurable stochastic process \(X = \{\ X(t),\ t\ \in\ \mathbb{R}\}\) from the space \(\mathbf{F}_\psi(\Omega)\) on some segment. Some examples of functions are proposed, where conditions of the theorem on the estimation of the majorizing characteristic \(\kappa(n)\) of the space \(\mathbf{F}_\psi(\Omega)\) hold true. Similar constructions were studied in the book by \textit{Yu. V. Kozachenko}, \textit{Yu. Yu. Mlavets} and \textit{O. M. Mokliachuk}, Quasi-Banach spaces of random variables. Uzhgorod: Karpaty (2015), in general case. See also \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets'}, Theory Probab. Math. Stat. 86, 105--121 (2013; Zbl 1305.60025); translation from Teor. Jmovirn. Mat. Stat. 86, 92--107 (2012).