APPROXIMATION OF RANDOM PROCESSES IN THE SPACE $L_2(T)$
OLEXANDRA KAMENSCHYKOVATheory of Stochastic Processes Vol.13 (29), no.4, 2007, pp.64–68
The estimation for distribution of the norms of strictly sub-Gaussian random processes in the space $L_2(T)$ is obtained. The approximation of some classes of strictly sub-Gaussian random processes with given accuracy and reliability is considered.
Full version