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Licensed Unlicensed Requires Authentication Published by De Gruyter April 17, 2011

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

  • Yu. V. Kozachenko EMAIL logo and Yu. Yu. Mlavets

Abstract

This paper is devoted to the accuracy and reliability estimation (in uniform metrics) of calculation of improper integrals depending on a parameter t, using the Monte Carlo method. For this, estimates for the probability of deviation in the uniform metric of sums of independent identically distributed fields, which belong to Orlicz spaces, were found.

Received: 2010-12-07
Revised: 2011-03-31
Published Online: 2011-04-17
Published in Print: 2011-June

© de Gruyter 2011

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