On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces

DOI10.1515/ROSE-2014-0039zbMath1327.60092OpenAlexW2564726263MaRDI QIDQ500240

Rostyslav E. Yamnenko

Publication date: 1 October 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0039

zbMATH Keywords

Wiener processOrlicz spacedeviation of random processsub-Gaussian random processsub-Gaussian random variable

Mathematics Subject Classification ID

Gaussian processes (60G15) General theory of stochastic processes (60G07)

Related Items (1)

The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space

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