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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 2, Pages 229–250 (Mi tvp2292)

This article is cited in 15 papers

On smoothness conditions for trajectories of random functions

I. A. Ibragimov

Leningrad

Abstract: Let $\xi(x)$ be a random function of $x\in R^k$ and
$$ \omega_p^r(\delta,\xi)=\sup_{\substack{x,h\in R^k\\|h|\le\delta}} \mathbf E^{1/p}\biggl|\sum_{l=0}^r(-1)^lC_r^l\xi(x+lh)\biggr|^p. $$
Properties of $\omega_p^r(\delta,\xi)$ as a function of $\delta$ are investigated; a number of inequalities are obtained.

Received: 10.01.1983


 English version:
Theory of Probability and its Applications, 1984, 28:2, 240–262

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