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Estimates of distributions for some functionals of stochastic processes from an Orlicz space
-
Yuriy Kozachenko
and
Mykola Sergiienko
Published/Copyright:
March 7, 2014
Abstract.
We consider stochastic processes from an Orlicz space of random variables. There are obtained estimates for distributions of some functionals from this space. Square Gaussian stochastic processes are investigated in more detail.
Keywords: Method of majorizing measures; Orlicz space; Gaussian stochastic processes; square Gaussian stochastic processes
Received: 2013-3-25
Accepted: 2014-2-2
Published Online: 2014-3-7
Published in Print: 2014-6-1
© 2014 by Walter de Gruyter Berlin/Boston
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Articles in the same Issue
- Frontmatter
- Estimates of distributions for some functionals of stochastic processes from an Orlicz space
- Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations
- A self-similar Gaussian process
- Functional law of the iterated logarithm for backward stochastic differential equations
- On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
- Lifshitz tails for a percolation model in the continuum
- Large deviation for multivalued backward stochastic differential equations
Keywords for this article
Method of majorizing measures;
Orlicz space;
Gaussian stochastic processes;
square Gaussian stochastic processes
Articles in the same Issue
- Frontmatter
- Estimates of distributions for some functionals of stochastic processes from an Orlicz space
- Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations
- A self-similar Gaussian process
- Functional law of the iterated logarithm for backward stochastic differential equations
- On fractional derivatives of the local time of a symmetric stable process as a doubly indexed process
- Lifshitz tails for a percolation model in the continuum
- Large deviation for multivalued backward stochastic differential equations
