A bound for norms in L_p(T) of deviations of -sub-Gaussian stochastic processes

DOI10.1007/S10986-015-9281-0MaRDI QIDQ493632zbMATH OpenOpenAlexFDO

Authors R. E. Yamnenko

Publication date 3 September 2015

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-015-9281-0

zbMATH Keywords

\(\varphi\)-sub-Gaussian stochastic process\(L^p\)-deviationsgeneralized fractional Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Limit theorems in probability theory (60F99) (L^p)-limit theorems (60F25) Self-similar stochastic processes (60G18)

Recommendations

• Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
• On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces
• scientific article; zbMATH DE number 1524275
• On an application of generalized \(\varphi\)-sub-Gaussian fractional Browinian motion.

Cites work

• scientific article; zbMATH DE number 4018005 (Why is no real title available?)
• scientific article; zbMATH DE number 3123385 (Why is no real title available?)
• scientific article; zbMATH DE number 5158800 (Why is no real title available?)
• scientific article; zbMATH DE number 1995739 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• Generalized sub-Gaussian fractional Brownian motion queueing model
• On the distribution of storage processes from the class \(V(\varphi,\psi)\)
• Random process from the class \(V(\varphi,\psi)\): exceeding a curve
• Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion

Cited in

(3)

• scientific article; zbMATH DE number 3951697 (Why is no real title available?)
• Averaged deviations of Orlicz processes and majorizing measures
• On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces

This page was built for publication: A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q493632)