Stochastic Processes in Orlicz Spaces

Descipline Stochastic Processes in Orlicz Spaces
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 3
Semester 3
Description This course is an introduction to the theory of Orlicz spaces of random variables and stochastic processes in Orlicz space. We consider different characteristics of random variable from Orlicz spaces, the relation between these spaces and other spaces of random variables. Inequalities for probabilities of large deviations are given. For stochastic processes from these spaces we consider conditions providing that sample paths of a process are almost surely founded or almost surely continuous. Modulus of continuity of sample paths of a process are considered.
Teachers Kozachenko Yuriy
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin