scientific article; zbMATH DE number 1409871

The authors consider random processes from the space of random variables \(\text{Sub}_{\varphi}(\Omega).\) Let \(\varphi(x)\) be an Orlicz \(N\)-function. The space of random variables \({\text{Sub}}_{\varphi}(\Omega)\) is the space of centered random variables \(\xi\) such that for all \(\lambda\in R\) there exists a constant \(r_{\xi}\geq 0\) such that the following inequality holds true: \(E\exp\{\lambda\xi\}\leq \exp\{\varphi(\lambda r_{\xi})\}.\) The space \({\text{Sub}}_{\varphi}(\Omega)\) is a Banach space with respect to the norm \(\tau_{\varphi}(\xi)=\sup_{\lambda>0}{\varphi^{(-1)} (\ln E\exp\{\lambda\xi\})\over\lambda}\). A random process \(x=(x(t),t\in T)\) belongs to the class \(V(\varphi,\psi)\), where \(\varphi\) and \(\psi\) are two \(N\)-functions if \(x\in{\text{Sub}}_{\varphi}(\Omega)\) for all \(t\) and \(x(t)-x(s)\in{\text{Sub}}_{\varphi}(\Omega)\) for all \(t,s\in T.\) The authors find estimations of distributions of suprema of random processes from \(V(\varphi,\psi)\) in the case when \((T,\rho)\) is a pseudometric separable compact (noncompact) space. For example, the following assertion is proved: Let \(\sup_{\rho(t,s)\leq h} \tau_{\varphi}(x(t)-x(s))\leq\sigma(h).\) Let \((T,\rho)\) be a compact set and let \(H(v)\) be the metric entropy of the space \((T,\rho)\). Let the following assumption be satisfied \[ \int_0^{\beta}\zeta_{\varphi}(u) du<\infty,\quad \text{where}\quad \zeta_{\varphi}(u)={H(\sigma^{(-1)}(u)) \over \varphi^{(-1)}(H(\sigma^{(-1)}(u))}, \] Then for all \(x>D\), where \(D\) is a constant, the following inequality holds \[ P\Bigl\{\sup_{t\in T}|x|>x\Bigr\} \leq 2W(p,x), \] \(W(p,x)=\exp\{-z^{\ast}(x-D)\}\), \(z^{\ast}=\sup_{y>0}(xy-Z(y))\), \(Z(y)=\psi({y\gamma_0\over 1-p})(1-p)+ \varphi({y\beta\over 1-p})p\), \(0<p<1\), \(\gamma_0=\sup_{t\in T}\tau_{\psi}(x(y))\), \(\beta=\sigma(\inf_{s\in T}\sup_{t\in T} \rho(t,s))\).

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