Stus' O. Pre-Gaussian random processes and estimating of covariance functions

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0401U001730

Thesis Registration Form

0401U001730.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

28-05-2001

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

Different classes of pre-Gaussian random variables, vectors and processes are investigated in the thesis. Estimates for distributions of random vectors from these classes and also joint estimates for distributions of supremum of pre-Gaussian process and generalized strictly pre-Gaussian random processes by the method of majorising measures are obtained. Obtained inequalities are used for construction of joint estimates for covariance functions and means of Gaussian random processes in a point as well as in a segment.

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