Lithuanian Mathematical Journal

, Volume 55, Issue 2, pp 291–300 | Cite as

A Bound for Norms in Lp(T) of Deviations of φ-sub-Gaussian Stochastic Processes

  • Rostyslav E. Yamnenko


We study deviations of φ-sub-Gaussian stochastic process from a measurable function and generalize the results of [6]. We obtain a bound for the distributions of norms in the space Lp(\( \mathbb{T} \)). As an example, the obtained result is applied for an aggregate of independent processes of generalized ϕ-sub-Gaussian fractional Brownian motions.


φ-sub-Gaussian stochastic process norm of process generalized fractional Brownian motion 


60G07 60G18 


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© Springer Science+Business Media New York 2015

Authors and Affiliations

  1. 1.Department of Probability Theory, Statistics and Actuarial MathematicsTaras Shevchenko National University of KyivKyivUkraine

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