Cover Image

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.

Saved in:

Bibliographic Details
Date:	2007
ISSN:	0321-3900
Main Author:	Kamenschykova, O.
Format:	Article
Language:	English
Published:	Інститут математики НАН України 2007
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/4513
Tags:	Add Tag No Tags, Be the first to tag this record!
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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Similar Items

Approximation of random processes by cubic splines
by: Kamenschykova, O.
Published: (2008)

Markov approximation of stable processes by random walks
by: Kulik, A.M.
Published: (2006)

On accuracy of simulation of gaussian stationary processes in L2([0, T])
by: Turchyn, Y.
Published: (2006)

The behavior of generator normalization factor in approximation of random processes
by: O. A. Jarova, et al.
Published: (2016)

Approximation in the mean of the classes of functions in the space L2|(0,1);x| by the Fourier–Bessel sums and estimates of the values of their n-widths
by: S. Vakarchuk, et al.
Published: (2024)

Lipschitz conditions for random processes from Banach spaces F ( ) of random variables
by: D. V. Zatula, et al.
Published: (2014)

Asymptotic dissipation for random processes with impulse perturbation in the Poisson approximation scheme
by: I. V. Samojlenko, et al.
Published: (2018)

On the approximation of functions by Jacobi–Dunkl expansion in the weighted space L
by: O. Tyr, et al.
Published: (2022)

Nonlinear normalization of random evolution in the scheme of Levy approximation
by: O. A. Yarova
Published: (2018)

On the estimates of widths of the classes of functions defined by the generalized moduli of continuity and majorants in the weighted space L2x(0,1)
by: S. B. Vakarchuk
Published: (2019)

Checking the randomness of bits location in local sections of the (0, 1)-sequence
by: V. I. Masol, et al.
Published: (2020)

Generalized characteristics of smoothness and some extreme problems of the approximation theory of functions in the space L2 (R). I
by: S. B. Vakarchuk
Published: (2018)

Generalized characteristics of smoothness and some extreme problems of the approximation theory of functions in the space L2(R). II
by: S. B. Vakarchuk
Published: (2018)

Multivariate random fields on some homogeneous spaces
by: Ponomarenko, O., et al.
Published: (2008)

The Bogoliubov c-number approximation for random boson systems
by: V. A. Zagrebnov
Published: (2014)

Asymmetric fractal approximation of functions in the space $L_p^{\alpha ,\beta }(I)$
by: Nazarenko, M. O., et al.
Published: (2015)

Antinormal composition operators on L2-space of an atomic measure space
by: D. Kumar, et al.
Published: (2019)

Approximation of the classes of generalized Poisson integrals by Fourier sums in metrics of the spaces L_s
by: A. S. Serdiuk, et al.
Published: (2017)

Optimal estimates in the problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space
by: A. D. Shatashvili, et al.
Published: (2018)

Approximation of general б-cubic functional equations in 2-Banach spaces
by: G. Z. Eskandani, et al.
Published: (2016)

Multifunctional Devices for Processing Pulse Random Flows
by: Drabich, P. P., et al.
Published: (2013)

Phonon Raman scattering in LaMn₁₋xCoxO₃ (x = 0, 0.2, 0.3, 0.4, and 1.0)
by: Gnezdilov, V.P., et al.
Published: (2003)

Baxter type theorems for generalized random Gaussian processes
by: S. M. Krasnitskiy, et al.
Published: (2016)

Simulations of Gaussian stationary random processes with continuous spectrum
by: A. O. Pashko
Published: (2014)

Polynomial approximation in Bergman spaces
by: R. Akgьn
Published: (2016)

Distribution of random motion at renewal instants in three-dimensional space
by: A. Pogorui, et al.
Published: (2020)

Large deviations for random evolutions with independent increments in a scheme of Levy approximation
by: I. V. Samoilenko
Published: (2015)

Large deviations for random evolutions with independent increments in a scheme of Levy approximation
by: Samoilenko, I.V.
Published: (2015)

On the application of strong approximation to weak convergence of products of sums for dependent random variables
by: Matuła, P., et al.
Published: (2008)

Approximative characteristics of modular Orlicz spaces
by: S. O. Chaichenko, et al.
Published: (2018)

Ellipsometric and spectrometric studies of (Ga0.2In0.8)2Se3 thin film
by: I. P. Studenyak, et al.
Published: (2020)

Ellipsometric and spectrometric studies of (Ga0.2In0.8)2Se3 thin film
by: I. P. Studenyak, et al.
Published: (2020)

On total moduli of continuity for 2periodic functions of two variables in the space L_(2,2)
by: S. B. Vakarchuk, et al.
Published: (2017)

Синтез нанорозмірних оксидних порошків Ce0,8Gd0,2O2-δ
by: Солодкий, Є.В., et al.
Published: (2009)

Advantages of periodic non-stationary random process model in vibration signal processing
by: І. M. Javorskyj, et al.
Published: (2023)

Ключевые принципы Веб 2.0
by: Соловяненко, Д.В.
Published: (2007)

Strong invariance principle for renewal and randomly stopped processes
by: Zinchenko, N.
Published: (2007)

Limit theorems for the maximum of sums of independent random processes
by: I. K. Matsak, et al.
Published: (2018)

On One Convolution Equation in the Theory of Filtration of Random Processes
by: N. B. Engibarjan, et al.
Published: (2014)

A note on convergence to stationarity of random processes with immigration
by: A. V. Marynych
Published: (2015)