Kozachenko, Yuriy; Sergiienko, Mykola Estimates of distributions for some functionals of stochastic processes from an Orlicz space. (English) Zbl 1294.60061 Random Oper. Stoch. Equ. 22, No. 2, 65-72 (2014). MSC: 60G15 46E30 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{M. Sergiienko}, Random Oper. Stoch. Equ. 22, No. 2, 65--72 (2014; Zbl 1294.60061) Full Text: DOI
Kozachenko, Yuriy; Sottinen, Tommi; Vasylyk, Olga Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach. (English) Zbl 1082.60512 Methodol. Comput. Appl. Probab. 7, No. 3, 379-400 (2005). MSC: 60G18 60G15 68U20 33C10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Methodol. Comput. Appl. Probab. 7, No. 3, 379--400 (2005; Zbl 1082.60512) Full Text: DOI
Buldygin, V. V.; Kozachenko, Yu. V. Metric characteristics of random variables and processes. (Metricheskie kharakteristiki sluchajnykh velichin i protsessov.) (Russian) Zbl 0933.60031 Teoriya Veroyatnostej i Matematicheskaya Statistika/Probability Theory and Mathematical Statistics. 3. Kiev: TViMS. 290 p. (1998). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60G07 60-01 60G17 PDFBibTeX XMLCite \textit{V. V. Buldygin} and \textit{Yu. V. Kozachenko}, Metricheskie kharakteristiki sluchajnykh velichin i protsessov (Russian). Kiev: TViMS (1998; Zbl 0933.60031)
Kozachenko, Yu. V.; Sidorenko, A. A. On a criterion for testing of a hypothesis on the correlation function for certain Gaussian stationary random processes \(\vec\xi\). (English) Zbl 0925.62361 Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25–October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 365-373 (1995). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 62M07 62M09 60G15 60G70 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{A. A. Sidorenko}, in: New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25--October 1, 1992. Kiev: TViMS. 365--373 (1995; Zbl 0925.62361)
Kozachenko, Yu. V.; Livins’ka, O. I. Analytic properties of certain classes of stochastic processes from the space \({\text{Pred}}_\varphi(\Omega)\). (English. Ukrainian original) Zbl 0940.60056 Theory Probab. Math. Stat. 51, 93-101 (1995); translation from Teor. Jmovirn. Mat. Stat. 51, 90-97 (1994). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G17 60G20 60E10 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. I. Livins'ka}, Teor. Ĭmovirn. Mat. Stat. 51, 90--97 (1994; Zbl 0940.60056); translation from Teor. Jmovirn. Mat. Stat. 51, 90--97 (1994)
Kozachenko, Yu. V.; Trigub, S. G. On the convergence rate of strictly sub-Gaussian random series in the norm of the space \(L_ p\). (English. Ukrainian original) Zbl 0840.60036 Theory Probab. Math. Stat. 48, 35-45 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 51-66 (1993). MSC: 60G15 60F25 46E30 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{S. G. Trigub}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0840.60036); translation from Teor. Jmovirn. Mat. Stat. 48, 51--66 (1993)
Kozachenko, Yu. V.; Oleshko, T. A. Analytic properties of some classes of pre-Gaussian random processes. (English. Ukrainian original) Zbl 0840.60035 Theory Probab. Math. Stat. 48, 25-34 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 37-50 (1993). MSC: 60G15 60G70 46E30 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. A. Oleshko}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0840.60035); translation from Teor. Jmovirn. Mat. Stat. 48, 37--50 (1993)
Kozachenko, Yu. V.; Oleshko, T. A. On the distribution of supremum of square-Gaussian random processes. (English. Russian original) Zbl 0842.60039 Theory Probab. Math. Stat. 47, 57-64 (1993); translation from Teor. Jmovirn. Mat. Stat. 47, 55-62 (1992). Reviewer: N.M.Zinchenko (Kiev) MSC: 60G15 60E15 46E30 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. A. Oleshko}, Theory Probab. Math. Stat. 47, 1 (1992; Zbl 0842.60039); translation from Teor. Jmovirn. Mat. Stat. 47, 55--62 (1992)
Zelepugina, I. N.; Kozachenko, Yu. V. On the rate of convergence of Karhunen-Loève expansions of Gaussian random processes. (English. Russian original) Zbl 0676.60050 Theory Probab. Math. Stat. 38, 41-51 (1989); translation from Teor. Veroyatn. Mat. Stat., Kiev 38, 41-51 (1988). Reviewer: I.N.Zelepugina MSC: 60G15 41A25 46E30 45A05 PDFBibTeX XMLCite \textit{I. N. Zelepugina} and \textit{Yu. V. Kozachenko}, Theory Probab. Math. Stat. 38, 41--51 (1989; Zbl 0676.60050); translation from Teor. Veroyatn. Mat. Stat., Kiev 38, 41--51 (1988)
Besklinskaya, E. P.; Kozachenko, Yu. V. Convergence in Orlicz space norms and Lévy-Baxter theorems. (English. Russian original) Zbl 0634.60031 Theory Probab. Math. Stat. 35, 1-4 (1987); translation from Teor. Veroyatn. Mat. Stat. 35, 3-6 (1986). Reviewer: S.T.Rachev MSC: 60F25 46E30 PDFBibTeX XMLCite \textit{E. P. Besklinskaya} and \textit{Yu. V. Kozachenko}, Theory Probab. Math. Stat. 35, 1--4 (1986; Zbl 0634.60031); translation from Teor. Veroyatn. Mat. Stat. 35, 3--6 (1986)
Kozachenko, Yu. V.; Ostrovskij, E. I. Banach spaces of random variables of sub-Gaussian type. (English. Russian original) Zbl 0626.60026 Theory Probab. Math. Stat. 32, 45-56 (1986); translation from Teor. Veroyatn. Mat. Stat. 32, 42-53 (1985). Reviewer: Ph.Nobelis MSC: 60F05 60G15 60G17 60G60 46E30 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{E. I. Ostrovskij}, Theory Probab. Math. Stat. 32, 45--56 (1986; Zbl 0626.60026); translation from Teor. Veroyatn. Mat. Stat. 32, 42--53 (1985)