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Probability of large deviations of sums of random processes from Orlicz space
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Yu. V. Kozachenko
and Yu. Yu. Mlavets
Published/Copyright:
April 17, 2011
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 deviation in the uniform metric of sums of independent identically distributed fields, which belong to Orlicz spaces, were found.
Received: 2010-12-07
Revised: 2011-03-31
Published Online: 2011-04-17
Published in Print: 2011-June
© de Gruyter 2011
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Keywords for this article
Orlicz space of random variables;
-function;
Monte Carlo method;
random process