Investigation of sample paths properties for some classes of φ-sub-Gaussian stochastic processes
Open Access
- 26 January 2021
- journal article
- research article
- Published by VTeX in Modern Stochastics: Theory and Applications
- Vol. 8 (1), 41-62
- https://doi.org/10.15559/21-vmsta171
Abstract
This paper investigates sample paths properties of phi-sub-Gaussian processes by means of entropy methods. Basing on a particular entropy integral, we treat the questions on continuity and the rate of growth of sample paths. The obtained results are then used to investigate the sample paths properties for a particular class of phi-sub-Gaussian processes related to the random heat equation. We derive the estimates for the distribution of suprema of such processes and evaluate their rate of growth.Keywords
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