Available in electronic format
Available in print format		 Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN: 1547-7363(e) 0094-9000(p)
Previous number | Table of contents | Next number
Recently posted articles | Most recent number | All numbers
Previous Article | Next Article
     

Accuracy and reliability of models of stochastic processes of the space $ \mathrm{Sub}_\varphi(\Omega)$

Author(s): Yu. V. Kozachenko; I. V. Rozora
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 71 (2004).
Journal: Theor. Probability and Math. Statist. No. 71 (2005), 105-117.
MSC (2000): Primary 68U20; Secondary 60G10
Posted: December 28, 2005
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: Stochastic processes of the space $ \mathrm{Sub}_\varphi(\Omega)$ are considered in the paper. We prove upper bounds for large deviation probabilities and construct models of stochastic processes in the space $ C[0,1]$ with a given accuracy and reliability. Strongly sub-Gaussian processes are also considered as a particular case.

References:

1.
Yu. Kozachenko, T. Sottinen, and O. Vasylyk, Simulation of Weakly Self-Similar Stationary Increment $ \mathrm{Sub}_{\varphi}(\Omega)$-Processes: a Series Expansion Approach, Reports of the Department of Mathematics, Preprint 398, University of Helsinki, October 2004.

2.
Yu. V. Kozachenko and O. A. Pashko, Models of Stochastic Processes, Kyiv University, Kyiv, 1999. (Ukrainian)

3.
Yu. Kozachenko and I. Rozora, Simulation of stochastic Gaussian processes, Random Operators Stoch. Equations 11 (2003), no. 3, 275-296. MR 2009187 (2004i:60050)

4.
V. V. Buldygin and Yu. V. Kozachenko, Metric Characterization of Random Variables and Random Processes, TViMS, Kiev, 1998; English transl. AMS, Providence, 2000.MR 1743716 (2001g:60089)

5.
Yu. V. Kozachenko and O. I. Vasylyk, On the distribution of suprema of $ \mathrm{Sub}_\varphi(\Omega)$ random processes, Theory Stoch. Processes 4(20) (1998), no. 1-2, 147-160.MR 2026624 (2004k:60094)

Similar Articles:

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 68U20, 60G10

Retrieve articles in all Journals with MSC (2000): 68U20, 60G10

Additional Information:

Yu. V. Kozachenko
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email: yvkuniv.kiev.ua

I. V. Rozora
Affiliation: Department of Probability Theory and Mathematical Statistics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine
Email: irozora@bigmir.net

DOI: 10.1090/S0094-9000-05-00651-4
PII: S 0094-9000(05)00651-4
Received by editor(s): 27/FEB/2004
Posted: December 28, 2005
Additional Notes: Supported in part by NATO grant PST.CLG.980408.
Copyright of article: Copyright 2005, American Mathematical Society

  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2009, American Mathematical Society
Privacy Statement 		Search the AMSPowered by Google