Estimates of distributions for some functionals of stochastic processes from an Orlicz space

DOI10.1515/ROSE-2014-0007MaRDI QIDQ2247971zbMATH OpenOpenAlexFDO

Authors Mykola Sergiienko, Yu. V. Kozachenko

Publication date 30 June 2014

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2014-0007

zbMATH Keywords

Gaussian stochastic processesmethod of majorizing measuresOrlicz spacesquare Gaussian stochastic processes

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Gaussian processes (60G15)

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Cited in

(6)

• Distributions with heavy tails in Orlicz spaces
• On construction of models for stochastic processes in Orlicz spaces
• An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\)
• High Level Occupation Times for Gaussian Stochastic Processes with Sample Paths in Orlicz Spaces
• Convergence conditions for variance estimator of Gaussian stationary stochastic processes in Orlicz spaces
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space

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