Zobrazeno 1 - 10
of 89
pro vyhledávání: '"Kozachenko, Yuriy"'
Publikováno v:
Modern Stochastics: Theory and Applications 2020, Vol. 7, No. 1, 79-96
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random initial conditions given by harmonizable $\varphi$-sub-Gaussian processe
Externí odkaz:
http://arxiv.org/abs/2003.12318
Autor:
Kozachenko, Yuriy, Olenko, Andriy
The article starts with new aliasing-truncation error upper bounds in the sampling theorem for non-bandlimited stochastic signals. Then, it investigates $L_p([0,T])$ approximations of sub-Gaussian random signals. Explicit truncation error upper bound
Externí odkaz:
http://arxiv.org/abs/1608.03723
Autor:
Kozachenko, Yuriy, Olenko, Andriy
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of $\varphi$-sub-Gauss
Externí odkaz:
http://arxiv.org/abs/1606.01062
We construct the least-square estimator for the unknown drift parameter in the multifractional Ornstein-Uhlenbeck model and establish its strong consistency in the non-ergodic case. The proofs are based on the asymptotic bounds with probability 1 for
Externí odkaz:
http://arxiv.org/abs/1602.05848
Autor:
Kozachenko, Yuriy, Troshki, Viktor
Publikováno v:
Modern Stochastics: Theory and Applications 2014, Vol. 1, 139-149
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in the space $L_p(\mathbb {T}),\,p\geq1$, is constructed.
Comment: P
Comment: P
Externí odkaz:
http://arxiv.org/abs/1503.05379
Autor:
Makogin, Vitalii, Kozachenko, Yuriy
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on the compact spaces. The probability distributions of extremes for the n
Externí odkaz:
http://arxiv.org/abs/1407.0134
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the obtained result
Externí odkaz:
http://arxiv.org/abs/1308.1493
The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.
Comment: This is an Author's Accepted Manuscript of an article to b
Comment: This is an Author's Accepted Manuscript of an article to b
Externí odkaz:
http://arxiv.org/abs/1308.1491
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed technique
Externí odkaz:
http://arxiv.org/abs/1307.6917
Publikováno v:
Stochastic Analysis and Applications, 2011, Vol. 29, No. 2, 169-184
New results on uniform convergence in probability for the most general classes of wavelet expansions of stationary Gaussian random processes are given.
Comment: 16 pages. This is an Author's Accepted Manuscript of an article published in the Sto
Comment: 16 pages. This is an Author's Accepted Manuscript of an article published in the Sto
Externí odkaz:
http://arxiv.org/abs/1307.2428