Approximation of random processes in the space L2([0, T])
The estimation for distribution of the norms of strictly sub-Gaussian random processes in the space L2(T) is obtained. The approximation of some classes of strictly sub-Gaussian random processes with given accuracy and reliability is considered.
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| Date: | 2007 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
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Інститут математики НАН України
2007
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4513 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Approximation of random processes in the space L2([0, T]) / O. Kamenschykova // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 64–68. — Бібліогр.: 3 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | The estimation for distribution of the norms of strictly sub-Gaussian random processes in the space L2(T) is obtained. The approximation of some classes of strictly sub-Gaussian random processes with given accuracy and reliability is considered.
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| ISSN: | 0321-3900 |