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Estimation of reliability and accuracy of models of $\varphi$-sub-Gaussian process in $L_p(T)$ using generating functions of polynomial expansions
Mokliachuk Oleksandr 1
1 Sun Pharma Advanced Research Company Ltd., Princeton, NJ 08540, 116 Village Blvd, Suite 200, USA
Keywords: Models of stochastic processes, quasi-Banach spaces, Karhunen-Lo{\`e}ve model, reliability and accuracy, sub-Gaussian random processes, Legendre polynomials, generalized Laguerre polynomials, Gegenbauer polynomials
Abstract

Stochastic processes are often represented through orthonormal series expansions, a framework originating in the classical works of Lo\`eve and Karhunen and widely used for simulation and numerical approximation. While truncation error in such expansions has been extensively studied, practical models frequently involve an additional source of error arising from the approximation of coefficient functions when closed-form expressions are unavailable. The combined effect of these two errors remains insufficiently addressed in the literature. Building on the author's earlier work on reliability and accuracy estimates for $\varphi$-sub-Gaussian processes, this paper extends the methodology to orthonormal polynomial systems that do not possess normalized generating functions in analytical form, including the Legendre, generalized Laguerre, and Gegenbauer families. New bounds are derived for models in $L_p(T)$ space that simultaneously account for truncation and coefficient approximation. The resulting criteria provide practical guidance for selecting the number of series terms required to achieve prescribed levels of reliability and accuracy across a broader class of polynomial-based stochastic process models.

References

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Paper Received 3/19/2026
Paper Accepted 11/2/2026
Published Online 11/3/2026
Cite
ACS Style
Mokliachuk, O. Estimation of reliability and accuracy of models of $\varphi$-sub-Gaussian process in $L_p(T)$ using generating functions of polynomial expansions. Bukovinian Mathematical Journal. 2026, 14 https://doi.org/10.31861/bmj2026.02.05
AMA Style
Mokliachuk O. Estimation of reliability and accuracy of models of $\varphi$-sub-Gaussian process in $L_p(T)$ using generating functions of polynomial expansions. Bukovinian Mathematical Journal. 2026; 14(2). https://doi.org/10.31861/bmj2026.02.05
Chicago/Turabian Style
Oleksandr Mokliachuk. 2026. "Estimation of reliability and accuracy of models of $\varphi$-sub-Gaussian process in $L_p(T)$ using generating functions of polynomial expansions". Bukovinian Mathematical Journal. 14 no. 2. https://doi.org/10.31861/bmj2026.02.05
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