-sub-Gaussian random processes

zbMATH Open1224.60070MaRDI QIDQ5322016FDOQ5322016

Authors: O. I. Vasylyk, Yu. V. Kozachenko, R. E. Yamnenko 

Publication date: 17 July 2009

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• scientific article; zbMATH DE number 1258863

zbMATH Keywords

fractional Brownian motionmetric entropysupremum distributionwavelet expansionsub-Gaussian random processthermal conductivity equationstationary Gaussian random processmodelling of random processessub-Gaussian generalized fractional Brownian motion

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17) General theory of stochastic processes (60G07)

Cited In (21)

• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)
• Simulation of generalized fractional Brownian motion in \(C([0,T])\)
• Properties of strictly \(\varphi \)-sub-Gaussian quasi-shot-noise processes
• Application of \(\varphi\)-sub-Gaussian random processes in queueing theory
• Discrepancy, chaining and subgaussian processes
• Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
• Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes
• The \(\Phi_3^4\) measure has sub-Gaussian tails
• Probability distributions of extremes of self-similar Gaussian random fields
• Bounds for the distribution of some functionals of processes with \(\varphi\)-sub-Gaussian increments
• Investigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processes
• On the distribution of storage processes from the class \(V(\varphi,\psi)\)
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
• The representation of \(\varphi\)-sub-Gaussian periodic random processes in the form of series.
• SubGaussian random variables in Hilbert spaces
• Title not available (Why is that?)
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space
• Title not available (Why is that?)
• On theФ-variation of stochastic processes with exponential moments
• Generalized sub-Gaussian fractional Brownian motion queueing model
• Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)

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