Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation

The paper studies distribution of sum of random processes from Orlicz spaces of exponential type weighted by continuous functions, in particular, processes from spaces Subϕ (Ω), SSubϕ (Ω) and class V (ϕ, ψ) are considered. Such spaces and classes of random variables and corresponding stochastic pro...

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Bibliographic Details
Main Authors: Dmytro Tykhonenko, Rostyslav Yamnenko
Format: Article
Language:English
Published: Austrian Statistical Society 2023-08-01
Series:Austrian Journal of Statistics
Online Access:https://www.ajs.or.at/index.php/ajs/article/view/1761