Random processes in Sobolev-Orlicz spaces

被引:0
作者
Kozachenko Yu.V. [1 ]
Yakovenko T.O. [1 ]
机构
[1] Shevchenko Kyiv National University, Kyiv
关键词
Random Process; Orthonormal Basis; Wavelet Analysis; Orlicz Space; Generalize Derivative;
D O I
10.1007/s11253-006-0151-0
中图分类号
学科分类号
摘要
We establish conditions under which the trajectories of random processes from Orlicz spaces of random variables belong with probability one to Sobolev-Orlicz functional spaces, in particular to the classical Sobolev spaces defined on the entire real axis. This enables us to estimate the rate of convergence of wavelet expansions of random processes from the spaces L p (Ω) and L 2 (Ω) in the norm of the space L q (ℝ). © Springer Science+Business Media, Inc. 2006.
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收藏
页码:1517 / 1537
页数:20
相关论文
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