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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2007, том 13(29), выпуск 4, страницы 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

Аннотация: 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.

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

MSC: 60E15

Язык публикации: английский



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