Probability of large deviations of sums of random processes from Orlicz space

DOI10.1515/MCMA.2011.007MaRDI QIDQ3087046zbMATH OpenFDO

Authors Yu. Yu. Mlavets', Yu. V. Kozachenko

Publication date 2 August 2011

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/MCMA.2011.007

zbMATH Keywords

\(\mathcal C\)-functionimproper integralsMonte Carlo methodOrlicz space of random variablesrandom processreliability estimationuniform metric

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Monte Carlo methods (65C05)

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Cites work

• Exponential bounds for the probability deviations of sums of random fields

Cited in

(5)

• Large deviations in Banach spaces of continuous functions and their applications
• Distributions with heavy tails in Orlicz spaces
• An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method
• The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables
• Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method

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