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A Bound for Norms in Lp(T) of Deviations of φ-sub-Gaussian Stochastic Processes

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Abstract

We study deviations of φ-sub-Gaussian stochastic process from a measurable function and generalize the results of [6]. We obtain a bound for the distributions of norms in the space Lp(\( \mathbb{T} \)). As an example, the obtained result is applied for an aggregate of independent processes of generalized ϕ-sub-Gaussian fractional Brownian motions.

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Authors and Affiliations

  1. Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, 64 Volodymyrska str., Kyiv, 01601, Ukraine

    Rostyslav E. Yamnenko

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  1. Rostyslav E. Yamnenko
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Correspondence to Rostyslav E. Yamnenko.

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Yamnenko, R.E. A Bound for Norms in Lp(T) of Deviations of φ-sub-Gaussian Stochastic Processes. Lith Math J 55, 291–300 (2015). https://doi.org/10.1007/s10986-015-9281-0

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  • DOI: https://doi.org/10.1007/s10986-015-9281-0

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