Quasi-Banach Spaces of Random Variables and Modeling of Stochastic Processes

DOI10.52305/PBKM7887MaRDI QIDQ6116224zbMATH OpenOpenAlexFDO

Authors

Publication date 17 July 2023

Published in Stochastic Processes: Fundamentals and Emerging Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52305/pbkm7887

zbMATH Keywords

\(D_{V,W}\) spaces of random variables\(K_\sigma\)-spaces of random variablesaccuracy and reliability of simulationKarhunen-Loève representationmodels of stochastic processesstochastic processsub-Gaussian spaces of random variables

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07) Gaussian processes (60G15) Sample path properties (60G17) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(4)

• Stochastic approximation of quasi-stationary distributions on compact spaces and applications
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