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...

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Bibliographic Details
Main Authors: Olha Hopkalo, Lyudmyla Sakhno
Format: Article
Language:English
Published: VTeX 2021-01-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/21-VMSTA171