Random processes in Sobolev-Orlicz spaces

We establish conditions under which the trajectories of random processes from Orlicz spaces of random variables belong with probability one to Sobolev-Orlicz functional spaces, in particular to the classical Sobolev spaces defined on the entire real axis. This enables us to estimate the rate of conv...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Datum:2006
Hauptverfasser: Kozachenko, Yu. V., Yakovenko, T. O., Козаченко, Ю. В., Яковенко, Т. О.
Format: Artikel
Sprache:Ukrainisch
Englisch
Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2006
Online Zugang:https://umj.imath.kiev.ua/index.php/umj/article/view/3537
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:Ukrains’kyi Matematychnyi Zhurnal
Завантажити файл: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal
Beschreibung
Zusammenfassung:We establish conditions under which the trajectories of random processes from Orlicz spaces of random variables belong with probability one to Sobolev-Orlicz functional spaces, in particular to the classical Sobolev spaces defined on the entire real axis. This enables us to estimate the rate of convergence of wavelet expansions of random processes from the spaces $L_P({\Omega})$ and $L_2({\Omega})$ in the norm of the space $L_q(\mathbb{R})$.