5 papers
Quasi-Banach spaces of random variables and stochastic processes
Yuriy Kozachenko, Yuriy Mlavets, Oleksandr Mokliachuk
This book develops the theory of quasi-Banach -spaces , , and of random variables and stochastic processes, extending th…
Estimation of reliability and accuracy of models of -sub-Gaussian process using generating functions of polynomial expansions
Oleksandr Mokliachuk
Stochastic processes are often represented through orthonormal series expansions, a framework originating in the classical works of Loève and Karhunen and widely used for simulati…
Modelling with given reliability and accuracy in the space of stochastic processes from decomposable in series with independent elements
Oleksandr Mokliachuk
Models that approximate stochastic processes from with given reliability and accuracy in for some given are considered. We also study construction of…
Estimation of accuracy and reliability of models of -sub-Gaussian stochastic processes in spaces
Oleksandr Mokliachuk
At present, in the theory of stochastic process modeling a problem of assessment of reliability and accuracy of stochastic process model in space wasn't studied for the case…
Modeling of stochastic processes in using orthogonal polynomials
Oleksandr Mokliachuk
In this paper, models that approximate stochastic processes from the space with given reliability and accuracy in are considered for some specific functions $…