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

DOI10.1007/S10986-015-9281-0zbMath1329.60088OpenAlexW583164258MaRDI QIDQ493632

Rostyslav 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

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

Related Items (1)

Averaged deviations of Orlicz processes and majorizing measures

Cites Work

• Generalized sub-Gaussian fractional Brownian motion queueing model
• Bounds for the distribution of some functionals of processes with $\varphi $-sub-Gaussian increments
• On the distribution of storage processes from the class $V(𝜙,𝜓)$
• Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
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