APPROXIMATION OF RANDOM PROCESSES IN THE SPACE $L_2(T)$

OLEXANDRA KAMENSCHYKOVA

Theory 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.

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