Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes
| Autor: | Lyudmyla Sakhno, Olha Hopkalo |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
random initial conditions Stochastic process Heat equation lcsh:T57-57.97 lcsh:Mathematics Gaussian distribution of sumpremum lcsh:QA1-939 Sample (graphics) symbols.namesake rate of growth Modeling and Simulation lcsh:Applied mathematics. Quantitative methods symbols Statistical physics Statistics Probability and Uncertainty entropy methods Mathematics Rate of growth |
| Zdroj: | Modern Stochastics: Theory and Applications, Vol 8, Iss 1, Pp 41-62 (2021) |
| ISSN: | 2351-6054 2351-6046 |
| Popis: | This paper investigates sample paths properties of φ-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths. The obtained results are then used to investigate the sample paths properties for a particular class of φ-sub-Gaussian processes related to the random heat equation. We derive the estimates for the distribution of suprema of such processes and evaluate their rate of growth. |
| Databáze: | OpenAIRE |
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