Approximation of random processes in the space $L_2(T)$
Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 64-68
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The estimation for distribution of the norms of strictly sub-Gaussian
random processes in the space $L_2(T)$ is obtained. The approximation
of some classes of strictly sub-Gaussian random processes with given
accuracy and reliability is considered.
Keywords:
Approximation, $SSub(\Omega)$ processes, broken lines.
@article{THSP_2007_13_4_a3,
author = {Olexandra Kamenschykova},
title = {Approximation of random processes in the space $L_2(T)$},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {64--68},
publisher = {mathdoc},
volume = {13},
number = {4},
year = {2007},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a3/}
}
Olexandra Kamenschykova. Approximation of random processes in the space $L_2(T)$. Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 64-68. http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a3/