On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces

DOI10.1515/ROSE-2014-0039MaRDI QIDQ500240zbMATH OpenOpenAlexFDO

Authors R. E. Yamnenko

Publication date 1 October 2015

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2014-0039

zbMATH Keywords

deviation of random processOrlicz spacesub-Gaussian random processsub-Gaussian random variableWiener process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Gaussian processes (60G15)

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• Some applications of the Malliavin calculus to sub-Gaussian and non-sub-Gaussian random fields
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• Research and application of Hoeffding inequality under sub-Gaussian distribution
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space

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