Conditions for the uniform convergence of wavelet expansions of stochastic processes from F_() spaces

DOI10.24144/2616-7700.2020.2(37).82-90MaRDI QIDQ6600523zbMATH OpenFDO

Authors Yu. Yu. Mlavets'

Publication date 9 September 2024

Published in Naukovyĭ Visnyk Uzhgorods'kogo Universytetu. Seriya Matematyka i Informatyka (Search for Journal in Brave)

Full work available at URL https://doi.org/10.24144/2616-7700.2020.2(37).82-90

zbMATH Keywords

majorant characteristicspaces \(\mathbf{F}_\psi(\Omega)\) of random variablesstochastic processwavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General theory of stochastic processes (60G07)

Review text

The main result of the paper are conditions for the uniform convergence of wavelet expansions of random processes from the space \(\mathbf{F}_\psi(\Omega)\). These conditions are based on estimates for the distribution of suprema on \(\mathbb{R}\) for the stochastic processes from \(\mathbf{F}_\psi(\Omega)\) spaces and uniform convergence of separable measurable stochastic process \(X = \{\ X(t),\ t\ \in\ \mathbb{R}\}\) from the space \(\mathbf{F}_\psi(\Omega)\) on some segment. Some examples of functions are proposed, where conditions of the theorem on the estimation of the majorizing characteristic \(\kappa(n)\) of the space \(\mathbf{F}_\psi(\Omega)\) hold true. Similar constructions were studied in the book by \textit{Yu. V. Kozachenko}, \textit{Yu. Yu. Mlavets} and \textit{O. M. Mokliachuk}, Quasi-Banach spaces of random variables. Uzhgorod: Karpaty (2015), in general case. See also \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets'}, Theory Probab. Math. Stat. 86, 105--121 (2013; Zbl 1305.60025); translation from Teor. Jmovirn. Mat. Stat. 86, 92--107 (2012).

Recommendations

• Uniform convergence in probability of wavelet expansions of random processes from L 2(Ω)
• On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. II
• Conditions for the uniform convergence of expansions of $\varphi $-sub-Gaussian stochastic processes in function systems generated by wavelets
• On uniform convergence of wavelet expansions of some random processes
• On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. I

Cited in

(1)

• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)

This page was built for publication: Conditions for the uniform convergence of wavelet expansions of stochastic processes from \(\mathbf{F}_\psi(\Omega)\) spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600523)