Estimates of probabilities of large deviations in problems of estimation of calculated actions. I
Let there be given a velocity field described by some function that depends both on time and a point of a phase space. It is assumed that the velocity field is subject to small random perturbations that are, in the general case, generalized derivatives of a pre-Gaussian process. On the basis of obse...
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| Datum: | 1991 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1991
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/9301 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | Let there be given a velocity field described by some function that depends both on time and a point of a phase space. It is assumed that the velocity field is subject to small random perturbations that are, in the general case, generalized derivatives of a pre-Gaussian process.
On the basis of observations of trajetories of the motion of the system in such a random environment, we would like to recover the given velocity field. We obtain a nuclear estimate of the velocity vector. Deviations of the estimate from the estimated quantity are controlled by means of exponential S. N. Berstein inequalities. |
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