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Short Communications
Uniform convergence of sub-gaussian integrals
A. A. Pashko National Taras Shevchenko University of Kyiv
Abstract:
This paper studies conditions and estimates of the uniform convergence in probability of strictly sub-Gaussian integrals $$ S_a^b(t)=\int_a^bT(t,\lambda) d\xi(\lambda). $$ The estimate obtained coincides in order with analogous estimates for Gaussian integrals.
Keywords:
stochastic integral, sub-Gaussian process, uniform convergence, estimate of convergence, condition of convergence.
Received: 02.08.1993 Revised: 20.04.1998
Citation:
A. A. Pashko, “Uniform convergence of sub-gaussian integrals”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 793–798; Theory Probab. Appl., 43:4 (1999), 650–655
Linking options:
https://www.mathnet.ru/eng/tvp2169https://doi.org/10.4213/tvp2169 https://www.mathnet.ru/eng/tvp/v43/i4/p793
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