Averaged deviations of Orlicz processes and majorizing measures
This paper is devoted to investigation of supremum of averaged deviations $|X(t)-f(t)-\int _{\mathbb{T}}(X(u)-f(u))\hspace{0.1667em}\mathrm{d}\mu (u)/\mu (\mathbb{T})|$ of a stochastic process from Orlicz space of random variables using the method of majorizing measures. An estimate of distribution...
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| Format: | Article |
| Language: | English |
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VTeX
2016-11-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA64 |