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Yuri Kozachenko, Oksana Moklyachuk

Large deviation probabilities in terms of majorizing measures

We consider stochastic processes from the Orlicz space of random variables. Conditions of boundedness as well as estimates of the distribution of the supremum of these processes are obtained. Stochastic processes from the Orlicz spaces generated by Orlicz N-functions from spaces Δ₂ and Δ² are investigated in more details.

Random Operators and Stochastic Equations, Walter de Gruyter

Print ISSN: 0926-6364
Volume: 11, 03/2003
Pages: 1 - 20

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