Approximation of random processes in the space L2([0, T])

• Datum: 2007
• 1. Verfasser: Kamenschykova, O.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2007
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4513
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: 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.

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.