Uniform convergence of sub-gaussian integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 793-798
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This paper studies conditions and estimates of the uniform convergence in probability of strictly sub-Gaussian integrals $$ S_a^b(t)=\int_a^bT(t,\lambda) d\xi(\lambda). $$ The estimate obtained coincides in order with analogous estimates for Gaussian integrals.
Keywords:
stochastic integral, sub-Gaussian process, estimate of convergence
Mots-clés : uniform convergence, condition of convergence.
Mots-clés : uniform convergence, condition of convergence.
@article{TVP_1998_43_4_a12,
author = {A. A. Pashko},
title = {Uniform convergence of sub-gaussian integrals},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {793--798},
year = {1998},
volume = {43},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a12/}
}
A. A. Pashko. Uniform convergence of sub-gaussian integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 793-798. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a12/