scientific article; zbMATH DE number 1433619

zbMATH Open0998.60503MaRDI QIDQ4947463FDOQ4947463

Authors: V. V. Buldygin, Yu. V. Kozachenko

Publication date: 18 April 2000

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On norms in some class of exponential type Orlicz spaces of random variables
A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
Simulation of a strictly sub-Gaussian random field
The probabilistic estimates on the largest and smallest \(q\)-singular values of random matrices
Norms of sub-exponential random vectors
Group symmetry and covariance regularization
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
An Approximation Scheme for Distributionally Robust Nonlinear Optimization
Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
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High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
Kernelized elastic net regularization: generalization bounds, and sparse recovery
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Convergence Rate of Wavelet Expansions of Gaussian Random Processes
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On the concentration phenomenon for \(\varphi\)-subgaussian random elements
Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
Uniform Convergence of Wavelet Expansions of Gaussian Random Processes
Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model
Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
On the distribution of storage processes from the class \(V(\varphi,\psi)\)
Limiting distribution for the maximal standardized increment of a random walk
Grand quasi Lebesgue spaces
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Whittaker-Kotel'nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processes
Characterization of \(\gamma\)-subgaussian random elements in a Banach space
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Convergence of series of strongly integrable random variables and applications
Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise
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Extremal behavior of the heat random field
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Asymptotics of running maxima for \(\varphi \)-subgaussian random double arrays
Information geometry of smooth densities on the Gaussian space: Poincaré inequalities
Bounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variables
A multiplicative wavelet-based model for simulation of a random process
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High-dimensional Bayesian inference in nonparametric additive models
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A bound for norms in \(L_p(T)\) of deviations of \(\varphi\)-sub-Gaussian stochastic processes
Uniform convergence of compactly supported wavelet expansions of Gaussian random processes
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)
Generalized sub-Gaussian fractional Brownian motion queueing model
An application of \(\varphi\)-subgaussian technique to Fourier analysis
Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables
High-dimensional analysis of semidefinite relaxations for sparse principal components
Ideal denoising for signals in sub-Gaussian noise
Statistical hypothesis testing for the shape of impulse response function
Goodness-of-fit tests for random sequences incorporating several components
Lipschitz conditions for random processes from \(L_p(\Omega)\) spaces of random variables
Properties of some random series
Large deviations of regression parameter estimate in the models with stationary sub-Gaussian noise
On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)
Optimal Algorithms for Stochastic Complementary Composite Minimization
Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
Limit theorems for difference additive functionals
Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments
Construction models of Gaussian random processes with a given accuracy and reliability in \(L_p(T)\), \(p \geqslant 1\)
Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
The heat equation on line with random right part from Orlicz space
An approximation of \(L_{p}(\Omega )\) processes
Concentration inequality and the weak law of large numbers for the sum of partly negatively dependent \(\varphi\)-subgaussian random variables
On statistical properties of the estimator of impulse response function
A new computational framework for log-concave density estimation
Restricted isometry property for matrices whose entries are random variables belonging to some Orlicz spaces \(L_U(\Omega)\)
A Baxter type estimator of an unknown parameter of the covariance function in the non-Gaussian case
An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\)
Concentration inequalities of MLE and robust MLE
Investigation of Airy equations with random initial conditions
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
Iterative isotonic regression
Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables
Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables
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Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
Low rank matrix recovery with adversarial sparse noise
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The sampling complexity on nonconvex sparse phase retrieval problem
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Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model
Random processes in the spaces \({D_{V,W}}\)

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