Estimates of the supremum distribution for a certain class of random processes

  • V. V. Buldygin Нац. техн. ун-т Украины „КПИ”, Киев
  • Yu. V. Kozachenko

Abstract

Exponential estimates of the “tails” of supremum distributions are obtained for a certain class of pre-Gaussian random processes. The results obtained are applied to the quadratic forms of Gaussian processes and to processes representable as stochastic integrals of processes with independent increments.
Published
25.05.1993
How to Cite
BuldyginV. V., and KozachenkoY. V. “Estimates of the Supremum Distribution for a Certain Class of Random Processes”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 45, no. 5, May 1993, pp. 596–608, https://umj.imath.kiev.ua/index.php/umj/article/view/5848.
Section
Research articles