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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2007 Volume 13(29), Issue 4, Pages 64–68 (Mi thsp235)

Approximation of random processes in the space $L_2(T)$

Olexandra Kamenschykova

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Abstract: The estimation for distribution of the norms of strictly sub-Gaussian random processes in the space $L_2(T)$ is obtained. The approximation of some classes of strictly sub-Gaussian random processes with given accuracy and reliability is considered.

Keywords: Approximation, $SSub(\Omega)$ processes, broken lines.

MSC: 60E15

Language: English



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