Random process from the class V(φ,ψ): exceeding a curve
Random processes from the class V (φ, ψ) which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V (φ, ψ) exceeds some function is obtained. The results are applied to generalized process of fractional Brownian...
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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4526 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Random process from the class V(φ,ψ): exceeding a curve / R. Yamnenko, O. Vasylyk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С.219–232. — Бібліогр.: 8 назв.— англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | Random processes from the class V (φ, ψ) which is more general than the class of ψ-sub-Gaussian random process. The upper estimate of the probability that a random process from the class V (φ, ψ) exceeds some function is obtained. The results are applied to generalized process of fractional Brownian motion. |
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