-sub-Gaussian random processes
zbMATH Open1224.60070MaRDI QIDQ5322016FDOQ5322016
R. E. Yamnenko, Yu. V. Kozachenko, O. I. Vasylyk
Publication date: 17 July 2009
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fractional Brownian motionmetric entropysupremum distributionwavelet expansionsub-Gaussian random processthermal conductivity equationstationary Gaussian random processmodelling of random processessub-Gaussian generalized fractional Brownian motion
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sample path properties (60G17) General theory of stochastic processes (60G07)
Cited In (19)
- 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 \(C([0,T])\)
- Discrepancy, chaining and subgaussian processes
- Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
- The \(\Phi_3^4\) measure has sub-Gaussian tails
- Probability distributions of extremes of self-similar Gaussian random fields
- Simulation of a fractional Brownian motion in the space $L_p([0,T])$
- 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 \(V(\varphi,\psi)\)
- Application of $$\varphi$$ -Sub-Gaussian Random Processes in Queueing Theory
- Properties of strictly $\varphi $-sub-Gaussian quasi-shot-noise processes
- Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
- 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
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