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https://dspace.uzhnu.edu.ua/jspui/handle/lib/2883| Title: | Probability of large deviations of sums of random processes from Orlic zspace |
| Authors: | Козаченко, Юрій Васильович Млавець, Юрій Юрійович |
| Keywords: | Orlicz space of random variables, C-function, Monte Carlo method, random process |
| Issue Date: | 2011 |
| Citation: | Kozachenko Y. V. Probability of large deviations of sums of random processes from Orlicz space / Yu. V. Kozachenko, Yu. Yu. Mlavets //Monte Carlo Methods Appl. – 2011. – Vol.17. – P. 155-168. |
| Abstract: | This paper is devoted to the accuracy and reliability estimation (in uniform metrics) of calculation of improper integrals depending on a parameter t, using the Monte Carlo method. For this, estimates for the probability of deviationin the uniform metric of sums of independent identically distributed fields, which belong to Orlicz spaces, were found |
| Type: | Text |
| Publication type: | Стаття |
| URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/2883 |
| Appears in Collections: | Наукові публікації кафедри кібернетики і прикладної математики |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Probability of large deviations of sums of random processes from Orlicz space.pdf | 4.29 MB | Adobe PDF | View/Open |
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