Turchyn I. Convergence of stochastic processes' representations in form of wavelet-based series

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0409U003885

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

26-10-2009

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

Series expansions of stochastic processes are studied in the thesis. We proved theorems about expansions of stochastic processes in wavelet-based series with uncorrelated summands. We obtained conditions of uniform convergence with probability 1 for series with independent summands and conditions of uniform convergence in probability for expansions of strictly phi-sub-Gaussian stochastic processes. We obtained estimates for distributions of Gaussian stochastic processes' norms in L_p([0,T]). We studied rate of expansions' convergence in L_p([0,T]) - for phi-sub-Gaussian, strictly sub-Gaussian and Gaussian processes, and in C([0,T]) and Orlicz spaces - for strictly sub-Gaussian processes.

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