Accuracy of simulation of stochastic processes in norms of Orlicz spaces. II. (English. Ukrainian original) Zbl 0960.60049

Kozachenko, Yu. V.; Pashko, A. O.

Theory Probab. Math. Stat. 59, 77-92 (1999); translation from Teor. Jmorvirn. Mat. Stat. 59, 75-90 (1998).

[For part I see ibid. 58, 51-66 (1999); resp. ibid. 58, 45-60 (1998; Zbl 0942.60040).]
The models which approximate a strictly sub-Gaussian random process with given reliability and accuracy in norms of Orlicz spaces, in particular in \(L_{p}(T)\) spaces, are constructed. All results take place for Gaussian processes.

Reviewer: A.V.Swishchuk (Kyïv)

MSC:

60G99	Stochastic processes
60E15	Inequalities; stochastic orderings

Keywords:

strong sub-Gaussion random processes; Orlicz space; Gaussian process

Citations:

Zbl 0942.60040