Probability of large deviations of sums of random processes from Orlicz space

DOI10.1515/MCMA.2011.007zbMath1221.65011MaRDI QIDQ3087046

Yu. Yu. Mlavets, Yuriy Vasil'ovich Kozachenko

Publication date: 2 August 2011

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodrandom processuniform metricimproper integralsreliability estimation\(\mathcal C\)-functionOrlicz space of random variables

Mathematics Subject Classification ID

Monte Carlo methods (65C05) General theory of stochastic processes (60G07)

Related Items (2)

The Banach spaces $\mathbf {F}_\psi (\Omega )$ of random variables ⋮ An application of the theory of spaces $\mathbf {F}_\psi (\Omega )$ for evaluating multiple integrals by using the Monte Carlo method

Cites Work

• Exponential bounds for the probability deviations of sums of random fields

This page was built for publication: Probability of large deviations of sums of random processes from Orlicz space