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
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)

Random processes in Sobolev-Orlicz spaces
by: Kozachenko, Yu. V., et al.
Published: (2006)

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

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

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)

Approximation in the mean of the classes of functions in the space $L_2[(0,1);x]$ by the Fourier–Bessel sums and estimates of the values of their $n$-widths
by: Vakarchuk, S., et al.
Published: (2024)

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

On topological spaces with π2 = 0
by: Maksimenko, S. I., et al.
Published: (1998)

Asymmetric approximations in the space $L_{p(t)}$
by: Litvin, E. G., et al.
Published: (1999)

Normal approximation of random permanents
by: Borovskikh, Yu. V., et al.
Published: (1995)

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

Asymptotic properties of the norm of extremum values of normal random elements in the space C[0, 1]
by: Matsak, I. K., et al.
Published: (1998)

On the best polynomial approximation in the space L2 and widths of some classes of functions
by: Vakarchuk, S. B., et al.
Published: (2012)

On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. I
by: Kozachenko, Yu. V., et al.
Published: (2007)

On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. II
by: Kozachenko, Yu. V., et al.
Published: (2008)

On the approximation by Chebyshev splines in the metric of $L_p, p > 0$
by: Kryakin, Yu. V., et al.
Published: (1998)

On On the approximation of functions by Jacobi – Dunkl expansion in the weighted space $\mathbb{L}_{2}^{(\alpha,\beta)}$
by: Tyr, O., et al.
Published: (2022)

On the existence of a measurable function with given values of the best approximations in $L_0$
by: Pichugov, S. A., et al.
Published: (1996)

Binary approximation of random evolutions in the scheme of averaging
by: Svishchuk , A. V., et al.
Published: (1992)

Best approximation by ridge functions in $L_p$-spaces
by: Maiorov, V. E., et al.
Published: (2010)

On the Approximation by Modified Interpolation Polynomials in Spaces $L_p$
by: Metelichenko, A.B., et al.
Published: (2004)

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

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

On the uniqueness of elements of the best approximation and the best one-sided approximation in the space $L_1$
by: Babenko, V. F., et al.
Published: (1994)

Distribution of the supremum of random processes from quasi-Banach $K_{σ}$-spaces
by: Kozachenko, Yu. V., et al.
Published: (1999)

On a Jackson-Type Inequality in the Approximation of a Function by Linear Summation Methods in the Space $L_2$
by: Bozhukha, L. N., et al.
Published: (2003)

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

Approximation of continuous functions with random errors in observed values
by: Savkina, M. Yu., et al.
Published: (1998)

On the Best Polynomial Approximations of $2π$-Periodic Functions and Exact Values of $n$-Widths of Functional Classes in the Space $L_2$
by: Vakarchuk, S. B., et al.
Published: (2002)

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

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

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)

Generalized characteristics of smoothness and some extreme problems of the approximation theory of functions in the space $L_2 (R)$. II
by: Vakarchuk, S. B., et al.
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)

Approximation of periodic functions by constants in the metric spaces $ϕp(L)$
by: Pichugov, S. A., et al.
Published: (1994)

On the estimates of widths of the classes of functions defined by the generalized moduli of continuity and majorants in the weighted space $L_{2x} (0,1)$
by: Vakarchuk, S. B., et al.
Published: (2019)

On the best L2 -approximations of functions by using wavelets
by: Babenko, V. F., et al.
Published: (2008)

Approximating Characteristics of the Classes $L_{β,p}^{ψ}$ of Periodic Functions in the Space $L_q$
by: Shkapa, V. V., et al.
Published: (2015)

Trivial differential equations in spaces $L_p, 0 < p< 1$
by: Popova , L. V., et al.
Published: (1992)