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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 229–250
(Mi tvp2292)
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This article is cited in 15 scientific papers (total in 16 papers)
On smoothness conditions for trajectories of random functions
I. A. Ibragimov Leningrad
Abstract:
Let $\xi(x)$ be a random function of $x\in R^k$ and
$$
\omega_p^r(\delta,\xi)=\sup_{\substack{x,h\in R^k\\|h|\le\delta}}
\mathbf E^{1/p}\biggl|\sum_{l=0}^r(-1)^lC_r^l\xi(x+lh)\biggr|^p.
$$
Properties of $\omega_p^r(\delta,\xi)$ as a function of $\delta$ are investigated; a number of inequalities are
obtained.
Received: 10.01.1983
Citation:
I. A. Ibragimov, “On smoothness conditions for trajectories of random functions”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 229–250; Theory Probab. Appl., 28:2 (1984), 240–262
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https://www.mathnet.ru/eng/tvp2292 https://www.mathnet.ru/eng/tvp/v28/i2/p229
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Abstract page: | 317 | Full-text PDF : | 136 |
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