Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes
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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
VTeX
2021-01-01
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Series: | Modern Stochastics: Theory and Applications |
Subjects: | |
Online Access: | https://www.vmsta.org/doi/10.15559/21-VMSTA171 |