Some properties of stochastic processes from the space Fψ(Ω)

Abstract

Abstract. We consider random variables and stochastic processes from the space Fψ(Ω) and study some properties of such processes. It was shown that the space Fψ(Ω) in Banach space with respect to some norm. The estimation of tail distribution for the random variables from Fψ(Ω) was also found. The method of series decomposition of a stochastic process from Fψ(Ω) was used to find an approximating process called a model. The rate of convergence of the model to the process in the uniform norm can be obtained.