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Items for "metric entropy"

Upper estimate of overrunning by Sub φ (Ω) random process the level specified by continuous function

In this paper we consider random process from the space Sub φ (Ω), which is defined on compact set, and the probability that supremum of this process exceeds some function...

Keywords: -sub-Gaussian stochastic process, metric entropy, supremum distribution, process of Ornstein-Uhlenbeck

06/2005 | Random Operators and Stochastic Equations, Walter de Gruyter