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

DOI10.1007/S10986-015-9281-0zbMATH Open1329.60088OpenAlexW583164258MaRDI QIDQ493632FDOQ493632

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

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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)

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• Ruin probability for generalized \(\varphi\)-sub-Gaussian fractional Brownian motion
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• On the distribution of storage processes from the class \(V(\varphi,\psi)\)
• Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
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• Random process from the class \(V(\varphi,\psi)\): exceeding a curve
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• Generalized sub-Gaussian fractional Brownian motion queueing model

Cited In (3)

• Title not available (Why is that?)
• Averaged deviations of Orlicz processes and majorizing measures
• On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces

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